Compression gloves squeeze the entire hand evenly. Same pressure on your pinky as your thumb. Same pressure on the back of your hand as the joint that's actually sliding. The compression isn't where the problem is — so it "sort of" helps for twenty minutes, then stops.
Rigid thumb splints stop the sliding by locking the entire thumb in place. The pain stops, but so does any chance of fretting.
Cortisone shots, NSAIDs, kinesiology tape — all of them reduce the inflammation around the joint. None of them stop the joint from sliding. So the moment you play again, the cycle restarts.
In fact, relying on these too long can make things worse. Because while you wait for the inflammation to settle, the cartilage keeps wearing down with every pinch.