We investigate the relationship between the compactness of embeddings of Sobolev spaces built upon rearrangement-invariant spaces into rearrangement-invariant spaces endowed with d-Ahlfors measures under certain restriction on the speed of their decay on balls. We show that the gateway to compactness of such embeddings, while formally describable by means of optimal embeddings and almost-compact embeddings, is quite elusive. It is known that such a Sobolev embedding is not compact when its target space has the optimal fundamental function. We show that, quite surprisingly, such a target space can actually be "fundamentally enlarged", and yet the resulting embedding remains noncompact. In order to do that, we develop two different approaches. One is based on enlarging the optimal target space itself, and the other is based on enlarging the Marcinkiewicz space corresponding to the optimal fundamental function.