GH26139, DOC: Explicit statement of default complevel for HDFStore
State what `None` complevel in `HDFStore` means explicitly.

- [x] closes #26139


# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26158?src=pr&el=h1) Report
> Merging [#26158](https://codecov.io/gh/pandas-dev/pandas/pull/26158?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/c79b7bb91236a2e4cde3782d23109ac1f5e76dce?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26158/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26158?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #26158      +/-   ##
==========================================
- Coverage      92%   91.99%   -0.01%     
==========================================
  Files         175      175              
  Lines       52371    52371              
==========================================
- Hits        48184    48180       -4     
- Misses       4187     4191       +4
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.55% <ø> (ø)` | :arrow_up: |
| #single | `40.74% <ø> (-0.14%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26158?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/pytables.py](https://codecov.io/gh/pandas-dev/pandas/pull/26158/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3B5dGFibGVzLnB5) | `90.22% <ø> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/26158/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `75% <0%> (-12.5%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/26158/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.9% <0%> (-0.12%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26158?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/26158?src=pr&el=footer). Last update [c79b7bb...6c2b170](https://codecov.io/gh/pandas-dev/pandas/pull/26158?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26158?src=pr&el=h1) Report
> Merging [#26158](https://codecov.io/gh/pandas-dev/pandas/pull/26158?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/dc86509b44b3fb0cd9a1a6d6ed564b082dc50848?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26158/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26158?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #26158      +/-   ##
==========================================
- Coverage   91.98%   91.97%   -0.01%     
==========================================
  Files         175      175              
  Lines       52377    52377              
==========================================
- Hits        48180    48176       -4     
- Misses       4197     4201       +4
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.53% <ø> (ø)` | :arrow_up: |
| #single | `40.71% <ø> (-0.15%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26158?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/pytables.py](https://codecov.io/gh/pandas-dev/pandas/pull/26158/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3B5dGFibGVzLnB5) | `90.22% <ø> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/26158/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `78.94% <0%> (-10.53%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/26158/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.9% <0%> (-0.12%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26158?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/26158?src=pr&el=footer). Last update [dc86509...0336076](https://codecov.io/gh/pandas-dev/pandas/pull/26158?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @swyoon : This is looking good!  Can you merge / rebase onto `master` to get the builds green? @gfyoung All checks are green. Thanks @swyoon !

As a follow-up, if you would like to change the default from `None` to `0`, that would be great.  We *might* need to deprecate first for that PR. @gfyoung My pleasure!

So 1) change defaults to 0, and 2) raise deprecation warning when None value is given. @swyoon : Given that `0` and `None` are interchangeable, submit the PR with changing the default ONLY.  We'll then evaluate if we need to do the deprecation cycle. @gfyoung got it. nothing needs changing here