It seems RPMs for 10.1.x come with only LZMA of all possible compression algorithms. It is suggested to build from source when other algorithms are needed (see https://mariadb.com/kb/en/mariadb/compression/).
On some systems (like RHEL) that we provide packages for some of these algorithms (like LZ4) are available as packages. I think it makes sense (maybe only for Enterprise binaries?) to build with them added and then add dependencies for the related packages.
But we cannot add new dependencies to rpm packages after GA. And we should not introduce new file formats lightly. If we add a compression library to our distributed packages, there will be a significant additional cost for removing the code later. Users who enabled an algorithm would have to execute additional steps on an upgrade to a later version where we might want to remove that form of compression. And we would have to provide an upgrade tool for converting affected files. To save us from such trouble, we should run some benchmarks beforehand and determine which library provides the best ratio between CPU usage and compression savings.