Especially now that this is only going to go into 3.5, I think it makes more sense to handle GzipFile, LZMAFile and BZ2File all in one go. Looking at the code, otherwise there's going to be a lot of duplication.
How about introducing a base class 'CompressedFile' that defines most of the logic that's currently in LZMAFile (including the max_size patch from issue 23529), and having {LZMA,BZ2,Gzip}File all inherit from that base?
BZ2File and LZMAFile would probably only need to define their own constructor to instantiate the proper compressor/decompressor object.
GzipFile would need to additionally overwrite read() and write() in order to handle the CRC and gzip header. But I think both methods could still be written to call super().read/write().
Did I miss something?