Extend test-dlopen-so to also cover cases when built without support

Let's make things more consistent and have all dlopen_xxx() functions
return EOPNOTSUPP on failure and verify this behavior in test-dlopen-so.

src/basic/compress.h

@@ -62,17 +62,9 @@ int decompress_stream_xz(int fdf, int fdt, uint64_t max_size);
 int decompress_stream_lz4(int fdf, int fdt, uint64_t max_size);
 int decompress_stream_zstd(int fdf, int fdt, uint64_t max_size);
 
-#if HAVE_LZ4
 int dlopen_lz4(void);
-#endif
-
-#if HAVE_ZSTD
 int dlopen_zstd(void);
-#endif
-
-#if HAVE_XZ
 int dlopen_lzma(void);
-#endif
 
 static inline int compress_blob(
                 Compression compression,