My guess would be that it does not, because station income seems to be tracked separately from Megastructure income.
E.g. a Dyson Swarm improves an energy-producing star, which then has its deposit pushed through a station, so the +% to stations bonus would work.
But a Dyson Sphere just generates energy directly -- with no station to collect the energy -- so the +% to stations bonus would NOT work.
My guess is that a decompressor is more like a Sphere than a Swarm.