It's a common misconception that vinyl necessarily imparts all possible audio benefits to whatever is pressed into it.

Now, I'm not Gaga's recording engineer, and for all I know you're absolutely right and her & her team remastered each track without compression for the vinyl pressing. Considering how rare such a process is in industry recording, however, I doubt it. I assume that really the difference you're hearing is typical of all vinyl recordings: a type of distortion that comes from both pressing and playback through an RIAA preamplifier.

People use all sorts of terms to describe the difference between vinyl & digital sound, but mostly descriptors center around words like "warmer," or "more open" or "brighter." These are really just beneficial side-effects of the standards developed to overcome vinyl's limitations as a recording medium.

So, in reality quality and compression come in to play long before the pressing actually occurs, on the mastered track itself. I've come to realize that a poorly handled transfer to vinyl will often sound not nearly as clear or detailed as a high-res or even "Mastered for iTunes" track.