`Python -m gzip -d myfile` will throw an error because myfile does not end in '.gz'. That is fair (even though a bit redundant, GzipFile contains a header check, so why bother checking the extension?).

The problem is how this error is thrown.
1. Error is printed to stdout instead of stderr
2. Tool exits with exit 0.

This is not the behaviour that is expected when using python -m gzip in a script.

The error is even codified in a test: https://github.com/python/cpython/blob/1f433406bd46fbd00b88223ad64daea6bc9eaadc/Lib/test/test_gzip.py#L776

    def test_decompress_infile_outfile_error(self):
        rc, out, err = assert_python_ok('-m', 'gzip', '-d', 'thisisatest.out')
        self.assertIn(b"filename doesn't end in .gz:", out)
        self.assertEqual(rc, 0)
        self.assertEqual(err, b'')

This should be assert_python_failure, out and err should be swapped, and exit code should be something different than 0.

From the zen of python: Errors should never pass silently.

I am willing to fix this in a PR, but first I would like some feedback on how to solve this exactly. 

I propose raising a ValueError("can not determine output filename: 'myfile' does not end in '.gz'").

I prefer `sys.exit("message")`.

That sounds perfect, I didn't think of that. I will make a PR.

New changeset cc3df6368d4f3f6c9c9b716876c7e7b79c7abf3f by Ruben Vorderman in branch 'master':
bpo-43316:  gzip: CLI uses non-zero return code on error. (GH-24647)
https://github.com/python/cpython/commit/cc3df6368d4f3f6c9c9b716876c7e7b79c7abf3f

New changeset 69906c505b139cbd892866dbceeb607eff53ab3b by Miss Islington (bot) in branch '3.8':
bpo-43316:  gzip: CLI uses non-zero return code on error. (GH-24647)
https://github.com/python/cpython/commit/69906c505b139cbd892866dbceeb607eff53ab3b

New changeset adea9b86a97794ca75054603497c195d5ba39aa5 by Miss Islington (bot) in branch '3.9':
bpo-43316:  gzip: CLI uses non-zero return code on error. (GH-24647)
https://github.com/python/cpython/commit/adea9b86a97794ca75054603497c195d5ba39aa5

New changeset 9525a18b5bb317d9fb206c992ab62aa41559b0c8 by Inada Naoki in branch 'master':
bpo-43316: gzip: Fix sys.exit() usage. (GH-24652)
https://github.com/python/cpython/commit/9525a18b5bb317d9fb206c992ab62aa41559b0c8

New changeset 540749ed6d8e29a11368bc7f343baf7b7ea7e4a8 by Miss Islington (bot) in branch '3.9':
bpo-43316: gzip: Fix sys.exit() usage. (GH-24652)
https://github.com/python/cpython/commit/540749ed6d8e29a11368bc7f343baf7b7ea7e4a8

New changeset 07ab490a7a966ce00a61bf56ccd0604434b143a5 by Miss Islington (bot) in branch '3.8':
bpo-43316: gzip: Fix sys.exit() usage. (GH-24652)
https://github.com/python/cpython/commit/07ab490a7a966ce00a61bf56ccd0604434b143a5