DOC: consistent docstring for compression kwarg
- [x] closes #17900
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

https://github.com/pandas-dev/pandas/pull/17900#discussion_r147927074 removed zip from docstring. But the support to write zip compression was added during March and April this year (mainly https://github.com/pandas-dev/pandas/pull/20394 and a few patches) and now in functional and in production. 

Because #17900 started when there is no zip writing and merged after zip writing support is added, it appears to have inadvertently changed docstring. This PR disambiguates and reflects production.

```
import os
import pandas as pd

a = pd.DataFrame(10000 * [[123, 234, 435]], columns=['A', 'B', 'C'])
a.to_csv('test_compressed', index=False, compression='zip')
b = pd.read_csv('test_compressed', compression='zip')

assert a.equals(b)
os.remove('test_compressed')

>>> pd.__version__
'0.23.3'
```