Strongly seconded! (Tossing some further dots to connect into the mix: Mosh and tmux and iTerm2's tmux integration fit very well in too. I think Visual Studio's Live Share should also work faster over ZeroTier - it should serve as a direct connection. I'm also really keen to try Emacs multiuser editing on a remote terminal over mosh and tmux.)
And: I don't know if it's the placebo effect, but it seems to me that connections over ZeroTier are noticeably more responsive. Like slightly but noticeably.
Connections on Zerotier itself often survive roaming. I was amazed when I went from tethering outside to home Wi-Fi and ssh session was still responsive. Although it can freeze and definitely can timeout. I'm yet to try mosh.
I did not hear about Live Share, but was planning on using Visual Studio Code Remote Development. For my current work ssh -CX is often enough for me. I also intend to use Xpra, as I found X2Go a bit more rough around the edges.
It could be interesting to measure the effect. Probably they did some testing already, but probably as you said - placebo ;)
And: I don't know if it's the placebo effect, but it seems to me that connections over ZeroTier are noticeably more responsive. Like slightly but noticeably.