[BUG] Add test cases to check compression is enabled

**Describe the bug**
There have been cases where compression has been enabled but files fail to compress properly. Please add test cases to validate compression algorithms are in use. Failing to compress a file in production can result in very slow reading or writing.

**Steps/Code to reproduce bug**
Related issues https://github.com/rapidsai/cudf/issues/12066, https://github.com/rapidsai/cudf/issues/12170

**Expected behavior**
Test cases fail if a test file is not compressed by at least a certain %
Test cases cover all file types where compression is supported
Test cases cover different compression algorithms