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ARROW-11417: [Integration] Add integration tests for buffer compression

The tests use "gold" files generated by PyArrow 2.0.0 and are only enabled for C++.

Closes #9408 from pitrou/ARROW-11417-compression-integration

Authored-by: Antoine Pitrou <antoine@python.org>
Signed-off-by: Antoine Pitrou <antoine@python.org>