DOC: compression support for file objects in to_csv
- [ ] closes #xxxx
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

I made a mistake in #35129: `to_csv` supports the compression argument for file objects in binary mode (not for file objects in text/non-binary mode).