I recall reading that the staticFile-element might need to be put inside some <location>-elements as well.

When you set far future times it might be smart to add https://github.com/bjuris/EPiServer.CdnSupport to your site also to add some uniqueness to the media URLs.

For anyone who has come accross this and is struggling to get any of the globalassets cached, I used the following code:

public class MediaHandler : BlobHttpHandler, IRenderTemplate<MediaData>
{
protected override Blob GetBlob(HttpContextBase httpContext)
{
var binary = ServiceLocator.Current.GetInstance<IContentRouteHelper>().Content as IBinaryStorable;
return binary?.BinaryData;
}
}

I then found that the E-Tag and the Expires headers were correctly set on the blobs, and PageSpeed was happy enough with it.