to_csv to Google Cloud Storage ignores compression
#### Code Sample, a copy-pastable example

```python
dtf.to_csv('gs://mybucket/test1.csv.gz')
dtf.to_csv('gs://mybucket/test2.csv.gz', compression='gzip')
```

#### Problem description

Compression is not working for a file located on gs://

#### Expected Output

Working as a local version.

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : d9fff2792bf16178d4e450fe7384244e50635733
python           : 3.8.1.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.6.0
Version          : Darwin Kernel Version 19.6.0: Sun Jul  5 00:43:10 PDT 2020; root:xnu-6153.141.1~9/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.1.0
numpy            : 1.18.5
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 20.2.1
setuptools       : 41.2.0
Cython           : None
pytest           : 5.4.3
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.4.2
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.10.3
IPython          : 7.13.0
pandas_datareader: 0.9.0
bs4              : None
bottleneck       : None
fsspec           : 0.8.0
fastparquet      : None
gcsfs            : 0.6.2
matplotlib       : 3.2.2
numexpr          : None
odfpy            : None
openpyxl         : 3.0.4
pandas_gbq       : None
pyarrow          : None
pytables         : None
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : 0.7.10
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : None

</details>
