Reference the new zstd-compressed codeql bundles (#52468)

Co-authored-by: Henry Mercer <henrymercer@github.com>
Co-authored-by: Ben Ahmady <32935794+subatoi@users.noreply.github.com>

data/reusables/codeql-cli/download-codeql-cli.md

@@ -17,4 +17,6 @@ For {% data variables.product.product_name %}{% ifversion ghes %} {{ allVersions
 
 {% endif %}
 
-You should always use the {% data variables.product.prodname_codeql %} bundle as this ensures compatibility and also gives much better performance than a separate download of the {% data variables.product.prodname_codeql_cli %} and checkout of the {% data variables.product.prodname_codeql %} queries. If you will only be running the CLI on one specific platform, download the appropriate `codeql-bundle-PLATFORM.tar.gz` file. Alternatively, you can download `codeql-bundle.tar.gz`, which contains the CLI for all supported platforms.
+You should always use the {% data variables.product.prodname_codeql %} bundle. This ensures compatibility and gives much better performance than a separate download of the {% data variables.product.prodname_codeql_cli %} and checkout of the {% data variables.product.prodname_codeql %} queries. If you will only be running the CLI on one specific platform, download the appropriate `codeql-bundle-PLATFORM.tar.zst` file. Alternatively, you can download `codeql-bundle.tar.zst`, which contains the CLI for all supported platforms.
+
+There are also `tar.gz` variants of the bundle, which are identical to the `tar.zst` variants except compressed using the less efficient gzip algorithm. The only reason to download the `tar.gz` variants is if you are using older decompression tools that do not support the Zstandard compression algorithm.