Compressible turbulence has been a subject of active research within the space physics community for the last three decades especially that it is believed to be essential for understanding the physics of the solar wind (for instance the heating of the fast wind), of the interstellar medium (in cold molecular clouds) and of other astrophysical and space phenomena.The role of the compressible fluctuations in the energy cascade in the planetary magnetosheaths is investigated with a comparison of a nearly incompressible medium, the solar wind. A focus is put on comparing the energy cascade rates estimated using the exact laws derived for incompressible MHD turbulence [Politano and Pouquet, 1998] (PP98) and for compressible isothermal turbulence recently derived by Banerjee and Galtier, 2013 (BG13).New features are evidenced using the BG13 model in comparison with the PP98 model. More interestingly, a term-by-term analysis of the compressible model emphasized the relative importance of the new compressible flux terms in the BG13 model w.r.t. to the incompressible (Yaglom) term, and provided new insight into the role played by the compressible fluctuations in the solar wind and the more compressible medium, the planetary magnetosheaths. This observational study can help improving current models of astrophysical turbulence by addressing the role of compressibility behind astrophysical shocks, in the interstellar medium or in supernova remanents.