BUG: set keyword argument so zipfile actually compresses
- [x] closes https://github.com/pandas-dev/pandas/issues/17778
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

zipfile.ZipFile has default compression mode `zipfile.ZIP_STORED`. It creates an uncompressed archive member. Whilst it doesn't cause issue, it is a strange default to have given users would want to compress files.

In order for zip compression to actually reduce file size, keyword argument `compression=zipfile.ZIP_DEFLATED` is added.

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21144?src=pr&el=h1) Report
> Merging [#21144](https://codecov.io/gh/pandas-dev/pandas/pull/21144?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/1c2844aca8e3dad7373576d5de40ee6810f7e5ad?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/21144/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/21144?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #21144   +/-   ##
=======================================
  Coverage   91.84%   91.84%           
=======================================
  Files         153      153           
  Lines       49505    49505           
=======================================
  Hits        45466    45466           
  Misses       4039     4039
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.23% <100%> (ø)` | :arrow_up: |
| #single | `41.88% <75%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/21144?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/common.py](https://codecov.io/gh/pandas-dev/pandas/pull/21144/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2NvbW1vbi5weQ==) | `70.04% <100%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21144?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21144?src=pr&el=footer). Last update [1c2844a...974b063](https://codecov.io/gh/pandas-dev/pandas/pull/21144?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @WillAyd @jreback @gfyoung changes implemented, comments welcome. 👍  thanks @minggli ! happy to help!