Use compression (if available) when downloading the ad lists.

[PromoFaux]

By submitting this pull request, I confirm the following:

• I have read and understood the contributors guide, as well as this entire template.
• I have made only one major change in my proposed changes.
• I have commented my proposed changes within the code.
• I have tested my proposed changes, and have included unit tests where possible.
• I am willing to help maintain this change if there are issues with it later.
• I give this submission freely and claim no ownership.
• It is compatible with the EUPL 1.2 license
• I have squashed any insignificant commits. (git rebase)
• I have Signed Off all commits. (git commit --signoff)

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What does this PR aim to accomplish?:

Revisiting a previously discussed changed, rebased on development

[DL6ER]

Tested, working as expected