I totally agree with cblake's point, most programming languages have zlib deflate as part of standard library because so many things depend on that, like http and unpacking package zips. Which is usually part of standard library.
I prefer snappy over zstd, and why? Because guzba has the fastest in the world implementation of that in pure nim as well: <https://github.com/guzba/supersnappy> beating Google's C++ and alternative C implementation! I would use guzba's zippy when I need compatible compression and guzba's supersnappy when its just between my own code in networking or my own file formats.