Investigate more useful errors when compression dependencies are unavailable.

[dantswain]

See #262 for an example of this causing confusion for a user.

We should be able to check that the compression dependency is available at runtime. This could be a little tricky because it could incur a performance penalty in the critical code path when consuming messages.

As an alternative, perhaps we could detect this at compile time and emit a warning message. The downside of this approach is that we would be emitting a warning message whether the user intends to use compression or not.