I owe this answer to @AlwaysLearning. Thanks!

Basically, with the exact same code in the original post, I only had to change Encoding.UTF8 to Encoding.Unicode.

var bytes = Encoding.Unicode.GetBytes(uncompressedString);

Now I can access the data in SSMS and decompress with

  SELECT [Id]
  ,[Name]
  ,[Surname]
  ,Info
  ,CAST(DECOMPRESS(Info) AS NVARCHAR(MAX)) AS  AfterCastingDecompression
  FROM [MCrockett].[dbo].[Player]
  WHERE Id = 9