Can we zip files before sending them as email?
For example:
| outputcsv Splunk.csv | zip splunk.csv | sendmail to =splunk@splunk.com
http://answers.splunk.com/answers/140208/how-to-compress-csv-file-and-email-it-on-unix-platform.html
You could create a script that does this outside of the web interface via CLI, but there is no native compression mechanism command to use in a query.
Or you could create a custom command to facilitate, but there are licensing issues to contend with.