[DISCUSS] Consider enabling block compression by default for parquet

**Is your feature request related to a problem or challenge? Please describe what you are trying to do.**

When using block compression, there is a tradeoff:
1. Smaller file sizes (and thus potentially more efficient file IO)
2. Longer decoding time (requires more CPU to decode the pages)

Most systems I know of in practice (e.g. duckdb, datafusion, influxdb 3.0) default to using page level compression, but the parquet defaults to no compression ([source here](https://docs.rs/parquet/latest/src/parquet/file/properties.rs.html#34))

@XiangpengHao suggests in https://github.com/apache/arrow-rs/issues/7363#issuecomment-2797292029

> As a side note, I think we should by default enable compression in parquet writer settings. As parquet doesn't have good string encodings, without block compressions, string columns are practically almost uncompressed.

**Describe the solution you'd like**
Enable compression by default

**Describe alternatives you've considered**

One question is if we should use default compressions for strings and non strings

1. I suggest we follow DuckDB's lead and default to `SNAPPY` compression to balance speed and compression ratio.
2. We could also use `ZSTD`, what DataFusion uses -- that gives higher compression ratios but slower performance
3. Don't change the default but better document the

**Additional context**

Start by reviewing parquet/file/properties.rs, the current writer defaults linked in the issue, and the referenced Arrow discussion. Compare the proposed SNAPPY and ZSTD choices, including separate string and non-string behavior, and define the expected default before making a change; the issue is done when the selected default is implemented or the documentation alternative is resolved.

Written by the indexing model from the issue text.