Using compression algorithm BZip2 the encrypted output file has no data. All other compression algorithm working only BZip2 has this issue.

PgpCompressedDataGenerator comData = new PgpCompressedDataGenerator(CompressionAlgorithmTag.BZip2, compressionOption);
Stream cos = comData.Open(bOut); // open it with the final destination
PgpLiteralDataGenerator lData = new PgpLiteralDataGenerator();

// we want to Generate compressed data. This might be a user option later,
// in which case we would pass in bOut.           
Stream pOut = lData.Open(
cos,                    // the compressed output stream
PgpLiteralData.Binary,
fileName,               // "filename" to store
clearData.Length,       // length of clear data
DateTime.UtcNow         // current time
);

pOut.Write(clearData, 0, clearData.Length);
pOut.Close();