For example, you'll notice here that we perform a full vector store of 8 elements unconditionally, even if only a few of the elements are active. This is safe, though, because the output buffer is as large as the input buffer, and we're chunking by 8, so we'll never trash memory past the end; but this is a tricky analysis. Performance-wise, we rely on the CPU's store buffer to make these overlapping stores cheap.
Instead, you might think that you could just store the elements which are actually active, using a masked store. In fact there is also an intrinsic for this purpose (_mm512_mask_compressstoreu_pd), but it is extremely slow on some CPUs, namely Zen 4, so it's dangerous to use unless you know exactly what CPU you're using. (In my testing, there also seems to be some weird hazard on Zen 5 where multiple memory-destination compress instructions to nearby, even non-overlapping, addresses are serialized. But I haven't looked closer at this.)