When I read this, I was struggling to understand what you’re getting at, because these don’t sound to me like issues with the wheel format, they sound like cases where the package itself is unsupported on the platform. But then. . .

I am of the opinion that if we want advanced compression it must be an optional feature that installers either support or don’t, and that users should upload multiple wheels to handle that compatibility while also providing performance improvements.
Okay, so. . . it sounds to me like you’re envisioning a quite different world of future wheels than I had imagined. It seems like what you’re suggesting is that once we have the ability to upgrade the wheel format easily, the goal would be to then have a range of different wheel variants out there in the wild, simultaneously, on an ongoing basis. That is, not a temporary migration to “wheels that support lzma”, but a persistent state of affairs where some people are publishing lzma wheels and others are publishing non-lzma wheels and some users are installing the former and some are installing the latter — and at the same time we have the same thing going on with wheels that do and don’t support symlinks or other features.
Is this sort of along the lines of what you’re thinking? (I admit, thinking of it this way helps me understand some of your earlier posts, although I’m still not sure if I fully grok your perspective. )
Assuming that’s roughly correct, I agree with @mikeshardmind that it’s hard for me to see this as a desirable outcome. It just feels like it would create too much variation in the packaging landscape, so that users no longer have a clear view of what they can and can’t install. The lack of consistency and unity is already the biggest problem for users of Python packaging. Adding a bunch of separate wheel features which installers might support piecemeal would only exacerbate that problem. It also seems like it would create a good deal of confusion on the producer side, as now everyone building a package would need to think about which variant features to include and all the associated tradeoffs of portability vs. functionality.
I also am reminded of a comment made earlier:

the reason why filtering out at the resolver level by wheel major version is not the same as filtering out for python version in terms of compatability and user expectations, is because the python version is about compatability with the environment being installed into, the wheel version is compatability with tooling that has nothing to do with the runtime and that is expected to be updated
To me this is yet another reason why a manager-first system would be an improvement. The thing is that, right now, using the standard pip-based workflow, there isn’t any way to upgrade “just the installer”. Because the installer lives in the environment, you potentially could have to upgrade Python to upgrade your installer, which would then require upgrading a bunch of other dependencies and make it much harder for people to get packages that require a new installer.
Imagine a package where the wheel requires some fancy new feature that was added in Python 3.500, but the package itself doesn’t actually make use of any Py3.500 features. You’d need Py3.500 to install the package even though you could run it with Py3.400.
In contrast, with an external manager, users could upgrade their installer separately and “inject” packages into environments, even if those environments don’t support the features that the installer needs. This would somewhat mitigate the issues I described above. It’s a lot more palatable to me to imagine a world where I have to upgrade one separate installer tool to install fancy new wheels, versus one where I have to upgrade Python in every environment to install new wheels, even if the packages inside the wheels don’t need the new Python.