Feature request: vtkWrite with zlib/lzma compression

I'm using the vtkWrite, and noticed the sizes of the files can be dropped by ~40% by later reading the file in python-vtk, using SetCompressorTypeToZLib(), and exporting. Or around 55% using SetCompressorTypeToLZMA()

It could be helpful to have either/both of these as an option in vtkWrite itself.