BUG: to_csv line endings with compression

[chris-b1]

• closes DataFrame to_csv line_terminator inconsistency when using compression #25311
• tests added / passed
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

[codecov]

Codecov Report

Merging #25625 into master will decrease coverage by 49.54%.
The diff coverage is 0%.

@@             Coverage Diff             @@
##           master   #25625       +/-   ##
===========================================
- Coverage   91.26%   41.71%   -49.55%     
===========================================
  Files         173      173               
  Lines       52968    52968               
===========================================
- Hits        48339    22096    -26243     
- Misses       4629    30872    +26243

Flag	Coverage Δ
#multiple	?
#single	41.71% <0%> (ø)	⬆️

Impacted Files	Coverage Δ
pandas/core/generic.py	37.9% <ø> (-55.76%)	⬇️
pandas/io/common.py	43.79% <0%> (-29.07%)	⬇️
pandas/io/formats/latex.py	0% <0%> (-100%)	⬇️
pandas/core/categorical.py	0% <0%> (-100%)	⬇️
pandas/io/sas/sas_constants.py	0% <0%> (-100%)	⬇️
pandas/tseries/plotting.py	0% <0%> (-100%)	⬇️
pandas/tseries/converter.py	0% <0%> (-100%)	⬇️
pandas/io/formats/html.py	0% <0%> (-99.36%)	⬇️
pandas/core/groupby/categorical.py	0% <0%> (-95.46%)	⬇️
pandas/io/sas/sas7bdat.py	0% <0%> (-91.17%)	⬇️
... and 132 more

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update e28ae70...0d73266. Read the comment docs.

[codecov]

Codecov Report

Merging #25625 into master will not change coverage.
The diff coverage is 100%.

@@           Coverage Diff           @@
##           master   #25625   +/-   ##
=======================================
  Coverage   91.29%   91.29%           
=======================================
  Files         173      173           
  Lines       52961    52961           
=======================================
  Hits        48350    48350           
  Misses       4611     4611

Flag	Coverage Δ
#multiple	89.86% <100%> (ø)	⬆️
#single	41.73% <0%> (ø)	⬆️

Impacted Files	Coverage Δ
pandas/io/common.py	72.86% <100%> (ø)	⬆️

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update c4fa3c9...998979c. Read the comment docs.

[jorisvandenbossche]

Failure is unrelated, see #25652

[jreback]

lgtm. ping on green.

[jorisvandenbossche]

Thanks @chris-b1 !