docs: add info about compression

[JStickler]

What this PR does / why we need it:

Which issue(s) this PR fixes:
Fixes #https://github.com/grafana/support-escalations/issues/5893

[loki-gh-app]

The backport to release-3.1.x failed:

invalid json response body at https://api.github.com/repos/grafana/loki/pulls/15753/requested_reviewers reason: Unexpected end of JSON input

To backport manually, run these commands in your terminal:

# Fetch latest updates from GitHub
git fetch
# Create a new branch
git switch --create backport-15699-to-release-3.1.x origin/release-3.1.x
# Cherry-pick the merged commit of this pull request and resolve the conflicts
git cherry-pick -x 709a3a22c58111535456b647a0e6911250cc1423

When the conflicts are resolved, stage and commit the changes:

git add . && git cherry-pick --continue

If you have the GitHub CLI installed:

# Push the branch to GitHub:
git push --set-upstream origin backport-15699-to-release-3.1.x
# Create the PR body template
PR_BODY=$(gh pr view 15699 --json body --template 'Backport 709a3a22c58111535456b647a0e6911250cc1423 from #15699{{ "\n\n---\n\n" }}{{ index . "body" }}')
# Create the PR on GitHub
echo "${PR_BODY}" | gh pr create --title 'docs: add info about compression (backport release-3.1.x)' --body-file - --label 'size/S' --label 'type/docs' --label 'backport' --base release-3.1.x --milestone release-3.1.x --web

Or, if you don't have the GitHub CLI installed (we recommend you install it!):

# Push the branch to GitHub:
git push --set-upstream origin backport-15699-to-release-3.1.x

# Create a pull request where the `base` branch is `release-3.1.x` and the `compare`/`head` branch is `backport-15699-to-release-3.1.x`.

# Remove the local backport branch
git switch main
git branch -D backport-15699-to-release-3.1.x