What is Brotli?
Brotli is a lossless data compression algorithm created by Google with a very high compression ratio.
Brotli vs. GZIP
Compression is not recognized in testing tools
Currently, Pingdom does not take the Brotli compression into consideration, so it can show poorer scores when you serve Brotli compressed assets.
However, if you're sure your server is using Brotli compression instead of GZIP then you can consider the warnings as false positives. You can test if your site is using Brotli here.
Brotli and WP Rocket
WP Rocket doesn't add Brotli compression rules into the .htaccess file. This originally happened because Brotli wasn't always a mechanism widely supported by most browsers.
However, this is on our feature requests list already.