Guidelines for Using Row Compression With Join Index Columns
A column set with a high number of distinct values cannot be row compressed because it rarely (and in the case of a primary key or unique index, never) repeats. Other column sets, notably foreign key and status code columns, are generally highly non‑distinct: their values repeat frequently. Row compression capitalizes on the redundancy of frequently repeating column values by storing them once in the fixed part of the index row along with multiple repeated values in the repeated part of the index row. Typically, primary key table column values are specified as the repeating part and foreign key table columns are specified in the fixed part of the index definition.
See Database Design for more information about row compression for join indexes.