HTTP Request body not compressed for non-insert query with ExternalData

We use the `ExternalData` to load data from other sources alongside a query into ClickHouse. This is working well, in general.

However, when looking at the HTTP traffic made by `clickhouse-connect`, I noticed that the `POST` request body data is actually *uncompressed* for these queries.

This is unfortunate, because the `ExternalData` files which we are loading can be large (tens of MBs) and well-compressable. So, it is reasonable to expect performance gains from compressing the `POST` request body.

I inspected the source code, but from what I can tell, there is no compression done on the request body for non-`INSERT` requests *at all*.

I would like to request to get this added to `clickhouse-connect`. Thank you!