You can use ZSTD with ZIP files too! It's compression method 93 (see https://pkware.cachefly.net/webdocs/casestudies/APPNOTE.TXT which is the official ZIP file specification).
Which reveals that "everyone can open a ZIP file" is a lie. Sure, everyone can open a ZIP file, as long as that file uses only a limited subset of the ZIP format features. Which is why formats which use ZIP as a base (Java JAR files, OpenDocument files, new Office files) standardize such a subset; but for general-purpose ZIP files, there's no such standard.
(I have encountered such ZIP files in the wild; "unzip" can't decompress them, though p7zip worked for these particular ZIP files.)