My question is: will my interview be compromised if I ask them to pay
the expenses in advance? What is common practice?
Your interview might be compromised. I think it depends on the nature of the job, and of the company.
In my experience (within the US only), most companies would book the flights, hotels, etc, for you. You would have little to no out of pocket expenses.
The only exceptions I have encountered were a few startups where I was applying for rather high-level positions. In those cases, I was expected to front the money myself, give them the list of expenses when the interview was over, and get reimbursed. In those cases, I used my own credit card, I was reimbursed promptly, and didn't incur any permanent costs.
I never asked for the money up front. Perhaps they would have paid. Perhaps they would have thought it odd that I had to ask for the money. I suspect if the position you are seeking is lower on the food chain, it's clearly more of a burden to get reimbursed. Thus they may think it less odd if you have to ask.
For me, if they didn't offer to book the arrangements themselves, I'd just put it on a low-interest credit card, pay it off as soon as the reimbursement arrive, enjoy the mileage or cash back from the credit card purchases, and eat the very minor interest expense (if any) as a cost of doing interview business.