In general most tapers prefer to record without compression or limiting as long as that allows for a good recording without overload. Compression can always be applied later when beneficial, but it generally can't be undone once already applied. Depending on the situation, some tastefully applied compression can often benefit the end result, but it ideally should be set carefully by ear which you can only do afterward.
That said, if you need to engage compression or limiting on the recorder in order to avoid overload or outright clipping, by all means do so.
Personally I never record concerts with compression on the recorder. I do sometimes use limiting to avoid overload though. The advanced limiter on the Zoom F-series recorders is very transparent so I don't feel guilty about using it. Not sure about the H2N though. I'd suggest not using its compression or limiting while recording unless you really need to. If you will be further back where it is less loud for the upcoming concert you should have less need for it and can probably safely run without it. Give it a go that way and see what you think.
We can advise you, but in the end the best way to figure all this out is to try it both ways, listen and compare. Even if you don't need to use it to avoid overload, I could see using compression on the recorder if you determine that it really provides the sound you are after, since doing it that way would eliminate the need to apply it later. And doing all the "later stuff" tends to be more of a drag for most folks compared to recording.