As mentioned in another comment, if you do this you get the original compressed file. If you capture the audio and then want to recompress it, you'll introduce artifacts.
Although, it seems to me that an intelligent compressor could perfectly recompress the audio back to the original form.
This presumes that downsampling in either bit depth or sample rate isn't happening somewhere (such as your audio drivers) between decompressing the audio and where you're capturing the audio.
Although, it seems to me that an intelligent compressor could perfectly recompress the audio back to the original form.