See the discussion in: #30803 (review).
I assume one thing we could do, is try find_package(ZeroMQ) first, and fallback to pkg_check_modules(libzmq), and just maintain this (pretty much) forever. That might be better than somewhat vauge comments about “modern” distros, because, (some) modern distros do already support this, and it’s actually the case that all versions of all distros Bitcoin Core supports need to do this, before we could do a complete switch.