I think it's a good idea now that dpkg supports it [1]. Ubuntu already did it years ago [2], and some non-deb based distros as well (e.g. Fedora, Arch).
Cheers, Stephan [1]: https://bugs.debian.org/892664 [2]: https://balintreczey.hu/blog/hello-zstd-compressed-debs-in-ubuntu/