`test_spill_compression` fails with default features

[AdamGS]

Describe the bug

The test_spill_compression test fails with default features because it can't spill with zstd compression. It implicitly relies on the datafusion-datasource-arrow crate to enable arrow-ipc/zstd through its compression feature.

To Reproduce

cargo test -p datafusion-physical-plan test_spill_compression

Expected behavior

I think in this case its just overlooked, the code assumes that all available compressions are actually available, which requires this feature.

Additional context

No response

[AdamGS]

take