Consider using brotli or zstd over gzip for HTTP request compression

[philipphofmann]

If your SDK is using gzip to compress HTTP requests, consider switching to brotli or zstd if possible. These compression algorithms are more efficient and slightly faster, which has a positive impact on the compression of our SDKs and Relay. According to @BYK, Relay supports gzip, brotli, and zstd.

If your SDK already uses brotli or zstd, you can mark it as done in the task list below.
If your SDK can't use brotli or zsdt, you can mark it as done with a short note in the task list below.
If your SDK doesn't work and you can switch it, please create an issue and link it to the task list below.

### Tasks
- [x] Python
- [ ] https://github.com/getsentry/sentry-cocoa/issues/4502
- [ ] https://github.com/getsentry/sentry-java/issues/3853
- [ ] https://github.com/getsentry/sentry-dart/issues/2433
- [ ] https://github.com/getsentry/sentry-react-native/issues/4255
- [ ] .NET
- [ ] JavaScript
- [ ] Ruby
- [ ] Go Rust
- [ ] Native
- [x] ~KMP (depends on native sdks)~