The response from Stack Exchange is always compressed, as indicated by Glorfindel.
If you inspect the responseHeader "Content-Encoding" after you called send like so:
MsgBox xh.getResponseHeader("Content-Encoding")
You will see gzip as an answer.
You can indicate to the server with a RequestHeader Accept-Encoding what encoding/compression you support. Add this line before the send method:
xh.setRequestHeader "Accept-Encoding", "deflate;q=1.0"
and you'll get