Add compression support for concat_on_disk

[VladimirShitov]

Please describe your wishes and possible alternatives to achieve the desired result.

Hi anndata team!

Thanks for anndata.experimental.concat_on_disk. It came very in handy for me recently. It would be even better if it were possible to apply it to compressed h5ad files and save a file in a compressed format. Also, the documentation doesn't quite explain if this is currently supported. I tried it out on a bunch of h5ad.gz files and got some error with the zarr library. Apparently, the function currently confuses gzipped files with zarrs.