The leading underscore is meant to distinguish private (for internal
use only) APIs from public (for external use) APIs. One can argue about
where the line between public and private should be, but if something
is used from other modules (as with read_variable_length_integer) it's
not really private IMHO.
In scripts (like __main__) it also doesn't make much sense to use
leading underscores, because the entire file is never meant to be used
by external code.
All decompressors now have exactly the same signature (as a result,
each decompressor now has to check itself that the header type is
correct). This allows the decompressors to be stored in a simple
dictionary, which makes the lookup process much simpler.