Don't force the .gz suffix on every entry of the save_index (bug #20849)

Quoting the code from savegame::save_index_class::data(const std::string&):

  /*
   * All saves are .gz files now so make sure we use that name when opening
   * a file. If not some parts of the code use the name with and some parts
   * without the .gz suffix.
   */

... A confusing statement that makes absolutely no amount of sense
whatsoever and comes from patch #3125! Not even back then it was true:
saved games could be either compressed (.gz) or uncompressed plain text
files (no extension). Nowadays we also have bzip2-compressed (.bz2)
files to add to the mix.

Most code actually calls the savegame-related functions with an explicit
file extension (if applicable), which is the source of a whole array of
maintainability concerns at this time; thus, I am not really sure what
the "some parts of the code" part refers to.