TST: clean up all of the compression tests
we have tests for compression kwargs all over the code base, e.g. ``grep -r compression pandas/tests/``

I think *only* the json and parser network tests parametrize these. The others have copy-pasted code all over the place.

Needs to be consolidated, and the fixtures that are used in json/parser should be pushed to the very top level conftest.py

would accept incremental (multiple) PR's for this.