Go doesn't cross compile: it only supports the Go operating system on a very limited number of processors variants.
If zig were to truly cross compile for every combination of CPU variant and supported version of every operating system, it would require terabytes of storage and already be out of date.
It doesn't require nearly as much storage as you think. For zig, there's only 3 standard libraries (glibc, musl, mingw) and 7 unique architectures (ARM, x86, MIPS, PowerPC, SPARC, RISC-V, WASM). LLVM can support all of these with a pretty small footprint and since the standard libraries can be recompiled by Zig, it really only needs to ship source code - no binaries necessary.
If zig were to truly cross compile for every combination of CPU variant and supported version of every operating system, it would require terabytes of storage and already be out of date.