Support for decompressing multi-member gz/bz/xz files

[metesynnada]

Is your feature request related to a problem or challenge? Please describe what you are trying to do.
The GZIP/BZIP2/XZ specs include support for one or more members (i. e A gzip file consists of a series of "members" compressed data sets). Currently, on FileCompressionType::convert_read, we are decompressing only the first member.

Overall, adding support for decompressing multi-member gzip, bzip2, and xz files can help improve the usability and efficiency of Datafusion for larger data, making them more valuable for users who work with large datasets or frequently use multi-member compressed archives.

Describe the solution you'd like
Change default behavior to support bigger files with multi-members and get rid of this silent problem.

Describe alternatives you've considered
NA

Additional context
NA