zstd Parquet support is not available for Databricks Runtime 7.1 LTS and other 7.x versions; these versions only support codecs like snappy, gzip, and lzo. Enabling zstd for Parquet in DBR 7.1 LTS will result in compatibility issues—jobs may fail to read/write such compressed files due to absent support

For official confirmation and compatibility details, consult the Databricks Runtime release notes:
https://docs.databricks.com/aws/en/release-notes/runtime/

I feel its more of a LLM created response as I dont see anything useful in the runtime release notes related to zstd