Unless the compressor is before the A/D converter, no difference from applying it after the event. Recording with reverb/delay for vocals or through an amp sim for guitar makes sense, but that's still recording dry.
To be fair, I replaced an existing THU instance on a Motorhead-influenced track with one of the presets and it sounds pretty good.
I also replaced the speakers in my "Lemmy" bass patch and it makes it sound more authentic.
Ho hum 🙂