Now, I'm not Gaga's recording engineer, and for all I know you're absolutely right and her & her team remastered each track without compression for the vinyl pressing. Considering how rare such a process is in industry recording, however, I doubt it. I assume that really the difference you're hearing is typical of all vinyl recordings: a type of distortion that comes from both pressing and playback through an RIAA preamplifier.
People use all sorts of terms to describe the difference between vinyl & digital sound, but mostly descriptors center around words like "warmer," or "more open" or "brighter." These are really just beneficial side-effects of the standards developed to overcome vinyl's limitations as a recording medium.
So, in reality quality and compression come in to play long before the pressing actually occurs, on the mastered track itself. I've come to realize that a poorly handled transfer to vinyl will often sound not nearly as clear or detailed as a high-res or even "Mastered for iTunes" track.
I was skeptical of this, so I sought out a copy on Youtube[0]. "Better" is subjective, and this is definitely lower quality overall (given the Youtube compression). But it is undeniably a very different song. I've listened to the CD version of this song countless times, and I don't think I ever remember hearing the male voice in the intro so prominently.
For someone hearing the song for the first time (or even the first few), it may not be as obvious, but as someone who's used to hearing that song on a regular basis, it definitely jumps out as having a crisper sound.
There's a major 60hz ground loop in there, too.