[python] Add support to Accept-Encoding: GZIP

[rsaggino]

Description

Swagger codegen seems to be missing GZIP support on Python, this is a needed improvement in many use cases.

Related issues/PRs

Generic issue: #3365

Suggest a fix/enhancement

Since urllib3 automatically supports decoding gzip responses, this could be fixed by adding "Accept-Encoding: GZIP" header to the request.

Looking at the other implementation (#5525 #3365) raises a few questions:

1. Should this option be configurable?
2. Where should we add the option? (as default_headers in api_client, request() in rest)