It's definitely possible to compress/palletise the SH bands (see https://aras-p.info/blog/2023/09/27/Making-Gaussian-Splats-m... for one approach).
We just found that splats encode some view-dependent shininess anyway (for example the guitar body https://playcanvas.com/model-viewer?load=https://code.playca...) and so considered the extra data and rendering cost of SH not worth it for now.
It would be quite straightforward to add SH to the PLY file and we'll definitely consider it in future!