Update Default Parquet Write Compression to Sensible Default

[devinjdangelo]

Is your feature request related to a problem or challenge?

While working on benchmarking for #7655 and starting to compare to serialize/write performance of other systems, I realized our current default parquet compression codec is Uncompressed. This is surprising as one almost always wants compression when using parquet.

The default is currently inherited up from arrow-rs

https://github.com/apache/arrow-rs/blob/471f6dd2911d8328ca56efe2f685e08c0a3fb8c8/parquet/src/file/properties.rs#L33-L34

Describe the solution you'd like

Set a sensible default compression such as Zstd level 3.

Describe alternatives you've considered

The default of Uncompressed is coming from the arrow-rs crate. We could instead update the default there.

Additional context

No response