Attempt to fix build errors around missing compression library includes (#7803)

Attempt to fix build errors around missing compression library includes (#7803)

Summary:
This fixes an issue introduced in https://github.com/facebook/rocksdb/pull/7769 that caused many errors about missing compression libraries to be displayed during compilation, although compilation actually succeeded. This PR fixes the compilation so the compression libraries are only introduced where strictly needed.

It likely needs to be merged into the same branches as https://github.com/facebook/rocksdb/pull/7769 which I think are:
1. master
2. 6.15.fb
3. 6.16.fb

Pull Request resolved: https://github.com/facebook/rocksdb/pull/7803

Reviewed By: ramvadiv

Differential Revision: D25733743

Pulled By: pdillinger

fbshipit-source-id: 6c04f6864b2ff4a345841d791a89b19e0e3f5bf7