The main reason why this is not possible is due to the nature of
rsync. From the
It is famous for its delta-transfer algorithm, which reduces the amount of data sent over the network by sending only the differences between the source files and the existing files in the destination.
Unless this is the first time you are transferring these files, only the changes are being sent. If you could somehow save the data stream, you'd end up with a sort of compressed diff file, which wouldn't be of any particular use.
Compress the files before passing them to