tar-1.3.1 added support for zstd with the option `--zstd` and `-a`, the auto-decompression flag, also supports zstd. Older tar versions also have the `-I` flag which you can use to (de)compress with zstd.
We're working to improve zstd support in the ecosystem over time, but this work moves slowly, and it takes a long time for upstream work to make it to users systems, especially LTS systems.