subprocess.check_call's `stdout=` write to the underlying file opened by bz2.open

```python
with bz2.open("abc.bz2", "wb") as fo:
    subprocess.check_call(["blah","blah"], stdout=fo)
```
Expected: abc.bz2 contains compressed data from subprocess.
Actual: abc.bz2 contains **uncompressed** data from subprocess.

cpython 3.11.3, linux 5.4.0-1109-azure
