HJ,
No, Delphix does not use RMAN backupset compression. Instead, the Delphix Service Protocol (DSP) over which the SBT channels for RMAN are redirected employs its own compression over the wire. Then, when the RMAN backups arrive on the Delphix appliance, they are compressed, deduplicated, etc at the block level when stored in the DxFS.
Hope this helps...