This is a follow-up to some discussions around elastic#36399. Currently we have
relatively confusing compression behavior where compression can be
configured for requests based on `transport.compress` or a specific
setting for a remote cluster. However, we can only compress responses
based on `transport.compress` as we do not know where a request is
coming from (currently).

This commit modifies the behavior to NEVER compress responses based on
settings. Instead, a response will only be compressed if the request was
compressed. This commit also updates the documentation to more clearly
described transport level compression.

…uests

…uests