I've just tested without GZIP compression and it solved my situation. The download bandwidth with SSL tunnel is now the same as the one with ESP tunnel.
The issue seems related to connection latency. After a fresh restart my connection latency is around 40ms. After connection to Pulse Secure, 200ms.
_After disconnect_ from PS, _2500ms_!!
The only way I have found to restore the pre-connect latency is to restart. Killing the leftover PS processes and services has no effect.