I haven't worked with pgzx, but it's possible that memory management is easier. Zig uses memory arenas, and so does Postgres. If one can map directly to the other, it would be a huge win.

With Rust/pgrx (which I have used, extensively) memory integration is more difficult. There's pg memory, and there's Rust memory, and they're not the same, and you have to play games to pass data between them. Lifetime issues crop up. Rust might be able to solve the problem in the future with custom allocators, but it's just not there yet.