[KYUUBI apache#5377][FOLLOWUP] Spark engine query result save to file

# 🔍 Description
## Issue References 🔗

apache#5591 (comment)

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#### Behavior Without This Pull Request ⚰️

#### Behavior With This Pull Request 🎉

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---

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**Be nice. Be informative.**

Closes apache#5895 from lsm1/branch-kyuubi-5377-followup.

Closes apache#5377

4219d28 [Fei Wang] nit
31d4fc1 [senmiaoliu] use zlib when SPARK version less than 3.2

Lead-authored-by: senmiaoliu <senmiaoliu@trip.com>
Co-authored-by: Fei Wang <fwang12@ebay.com>
Signed-off-by: Fei Wang <fwang12@ebay.com>

externals/kyuubi-spark-sql-engine/src/main/scala/org/apache/kyuubi/engine/spark/operation/ExecuteStatement.scala

@@ -182,13 +182,15 @@ class ExecuteStatement(
         saveFileName = Some(s"$savePath/$engineId/$sessionId/$statementId")
         // Rename all col name to avoid duplicate columns
         val colName = range(0, result.schema.size).map(x => "col" + x)
+
+        val codec = if (SPARK_ENGINE_RUNTIME_VERSION >= "3.2") "zstd" else "zlib"
         // df.write will introduce an extra shuffle for the outermost limit, and hurt performance
         if (resultMaxRows > 0) {
           result.toDF(colName: _*).limit(resultMaxRows).write
-            .option("compression", "zstd").format("orc").save(saveFileName.get)
+            .option("compression", codec).format("orc").save(saveFileName.get)
         } else {
           result.toDF(colName: _*).write
-            .option("compression", "zstd").format("orc").save(saveFileName.get)
+            .option("compression", codec).format("orc").save(saveFileName.get)
         }
         info(s"Save result to $saveFileName")
         fetchOrcStatement = Some(new FetchOrcStatement(spark))