There is always compressibility error at all levels, instrument calibration removes the compressibility error for ISA / Sea Level. At other levels in the atmosphere, only that degree of CAS Vs EAS error is removed which is attributable to Sea Level, leaving "residual" compressibility effect. Up to about 10,000 feet, the effect is quite small, even at high speed, but at typical jet cruise levels, the "residual" effect is considerable.
As an example, for an aircraft cruising at M0.80 at 36,000 feet, CAS is 265 Kt, whereas EAS is 251 Kt, a 14 knot difference.
Regards,
Old Smokey