It already has zkrollups, which run zkapps off-chain but store their state and the proofs on chain. That multiplies Ethereum's transaction capacity by an order of magnitude or two, without losing any security.

Long-term, Ethereum might implement it natively, but right now the tech is advancing so fast that they're happy having multiple layer-2 systems doing it.

Nothing, it's already supported. In fact, Circom, one zk programming language, will output a Solidity verifier that can be deployed on any EVM chain. The proof generation would be run off chain, but the verification can and does occur directly on mainnet.