Should zstd delete incomplete archives?

**Is your feature request related to a problem? Please describe.**
The last issue related to #4005 and maybe the most debatable.
When the disk fills up during compression, the resulting archive will be corrupt. It's kept by zstd and not deleted.
That gives a false sense of security and may evoke some annoying post-processing to find and remove corrupt archives.
To me, corrupt archives have no benefit as long as the source file still exists (which must be checked prior to archive deletion).

**Describe the solution you'd like**
zstd should remove corrupt archives it produces.
Make it an instant operation to check that the archive is corrupt (maybe by altering a critical checksum/flag in the first bytes of the archive). Currently, zstd will notice the corruption as a premature end (which is good), but is has to read the whole archive for that. That's unnecessary.

**Describe alternatives you've considered**
Keep the current behavior, that is however one probable cause for issues #4005 and #4006.

**Additional context**
None.