revert PR 21249

Author: minggli

pandas/core/frame.py

@@ -1690,7 +1690,8 @@ def to_csv(self, path_or_buf=None, sep=",", na_rep='', float_format=None,
             defaults to 'ascii' on Python 2 and 'utf-8' on Python 3.
         compression : string, optional
             A string representing the compression to use in the output file.
-            Allowed values are 'gzip', 'bz2', 'zip', 'xz'.
+            Allowed values are 'gzip', 'bz2', 'zip', 'xz'. This input is only
+            used when the first argument is a filename.
         line_terminator : string, default ``'\n'``
             The newline character or character sequence to use in the output
             file