One of the great things about gz archives is that the --rsyncable flag can be used to create archives that can be rsynced efficiently if they change only slightly, such as sqldumps and logfiles. Basically the file is cut into a bunch of chunks, and each chunk is compressed independently of the other chunks. xz doesn't seem to have an equivalent feature because the standard implentation isn't deterministic[1].

Changing from one compression format to another seems harmless, but it always pays to think carefully about the implications.

[1]: https://www.freebsd.org/cgi/man.cgi?query=xz&sektion=1&manpa...