I'm not sure that data compression has progressed that much since Curiosity in 2012 or Insight in 2018. There have been some formats that have improved compression at the expense of large amounts of memory or processing power, but neither of those are abundant on a rad-hardened processor. Neither is electricity. Neither are the toolchains to process such images very widespread or as well understood.
Rad-hardened computer hardware is expensive and bulky. You don't add storage or processing power that you don't absolutely need.
See https://www.ontrack.com/en-us/blog/how-to-store-data-on-mars and https://mars.nasa.gov/mars2020/spacecraft/rover/brains/
If there were a future mission's requirement to send back lossy images first, and CPU power was significant, something like AVIF or JPEG-XL would likely be a candidate.
https://netflixtechblog.com/avif-for-next-generation-image-c...
ICER appears to be what they're using now for lossless: https://en.wikipedia.org/wiki/ICER
There are 2,000 "normal" sized images on the website [0]. If each of these was 1024x1024, they took 11 hours to compress. So Perseverance spends about 7% of its CPU time on image compression.
Page 36 from the PDF: https://link.springer.com/article/10.1007/s11214-020-00765-9
Are they being re-encoded into regular JPG files when being shown online?
One thing that changed in the last 8 years is that there are now two new orbiters around Mars (MAVEN and ExoMars TGO), which can retrieve data from the rovers faster, cache it and send it to Earth faster.
Totally uncompressed images are not a very efficient way to transmit images if you want to ensure they're scientifically accurate.