Enable `checksum_flag` in zstd compression by default

[beavailable]

Feature or enhancement

Proposal:

For most common cases I think it's better to enable checksum_flag, because it costs almost nothing. By enabling it by default, the user doesn't need to explicitly provide an options parameter just for the checksum.
The zstd command line tool also enables it by default.

Has this already been discussed elsewhere?

This is a minor feature, which does not need previous discussion elsewhere

Links to previous discussion of this feature:

No response

[StanFromIreland]

CC @emmatyping

[emmatyping]

As far as I can tell, none of the third-party Zstandard modules include checksums by default. And I think that is reasonable. Not all users need checksumming, so I think it should be opt-in rather than opt-out.

Since libzstd also does not default to including checksums, I think we should leave this as-is.