Drive pedals automatically add compression, just depends if it is enough.
I play mostly clean-ish these days in a big / swing band. I'm swapping from fingerstyle to plectrum to slap depending on the tune and those have very different dynamics so I always use a compressor just to tame the extra volume on the slapping.
When I mix a clean and dirty signal compression is pretty much vital on the clean side - the dirty is already compressed and sustains for longer = so compressing the clean means that the sustain levels can be matched. Otherwise the clean fades long before the drive does.
If you like all the dynamics affecting the drive levels then put it at the end of the chain. If you also like it affecting the input stage of your amp, then put it in the FX loop so you are only taming the peaks into the poweramp and not how the preamp reacts. It's all good. Whatever works
There are loads of people who don't use them though - although a significant amount of them are still getting compressed - usually by the FOH engineer on the desk.