Their mentioning zfs only supports different compression options at a filesystem level caught me too. As warri also pointed out, I realized that they are probably talking about datasets. A dataset is basically a completely different filesystem. So what they state is technically true, although a bit misleading.
I'll concede that zfs doesn't allow you to set compression based on file extensions and such. But then again, I don't see a huge need for that. Datasets allow you different locations to store file-extensions that may or may not compress. Most of my files are already compressed media, so I leave compression off completely. Backup datasets that I know are going to receive uncompressed datastreams, I set to gzip-max. There's no need to do that one a file-extension basis. Other backups that are already compressed by the backup application, I leave compression off.