Warn that --compression=gzip is not enforced

[積丹尼 Dan Jacobson]

The man page should mention for --compression=gzip,
the website can still ignore it and send the whole file uncompressed.
And wget is not picky, and still will accept it. So better have extra
disk space ready. Tested with
https://www.ncc.gov.tw/chinese/files/opendata/radio.csv .