This particular approach of hooking would be much harder; but a malicious xz has other options as well. It's already in the code path used by dpkg when unpacking packages for security updates, so it could just modify the sshd binary, or maybe add a rootkit to the next kernel security update.

It seems foolish to change our systems to stop one of the steps the attacker used after their code was already running as root; the attacker can just pick something else; as root they have essentially unlimited options.