Thanks for your reply, tinypoodle, curaga.
I forgot to say that lynx needs to "/usr/local/bin/gzip", but Busybox links gzip to "/usr/bin/gzip".
So I have to do
$ tce-load -i gzip.tcz
to prepare "/usr/local/bin/gzip".
Thanks for adding gzip.tcz to lynx.tcz.dep. I confirmed.
And I update it soon.