TestData: Caching for compressed files doesn't work

[m-mohr]

Describe the bug It looks like caching + compress doesn't work at the same time.

To be able to read cached files, it seems the key of the external data dict needs to be the name of the zipped file, but then get_external_data always returns the path to the zipped file instead of the extracted file.

To reproduce

Manually download the zipped files and place them in the corresponding directory. Unless they key of the external data dict is the name of the ZIP file, caching doesn't work for me. But then I don't have a clue how the name of the file in the ZIP file is.

Expected behavior

Caching for compressed file works. I think get_external_data should always return the path of the extracted file.

Additional context

#364