Adding correct file extension #16260

Is your feature request related to a problem or challenge?

When storing data with some compression like here

    // Create CSV options with gzip compression
    let csv_options = CsvOptions {
        compression: CompressionTypeVariant::GZIP,
        ..Default::default()
    };
    result_df
        .write_csv(OUTPUT_PATH, write_options, Some(csv_options))
        .await
        .map_err(|e| {
            error!("Failed to write results to S3: {}", e);
            e
        })?;

stored files has only .csv compression but not .csv.gz which could be misleading later.

Describe the solution you'd like

Would be grate if it will be configurable or defaulted to used compression.

Describe alternatives you've considered

No response

Additional context

No response