Zstd doesn't use a login, it doesn't track you across the internet, it doesn't make shadow profiles on you, and it doesn't have ads or telemetry. Zstd is even part of the Linux kernel at this point[0], so it's safe to say that it isn't a Facebook product anymore. They can't pull the rug on zstd, since it's BSD/GPL licensed. Unless I'm missing something, nobody is feeding the beast by using zstd.
There's lots of similar cool technologies made by other "evil" companies. I don't use ZFS, but its origins in Sun/Oracle isn't the reason I don't.
[0] https://lore.kernel.org/lkml/20181109190304.8573-1-kilobyte@...