First of all the change was made upstream in git, which is not controlled by GitHub (even though GitHub does have some developers who work on git). And the stated reason (not relying on third party tools/libraries) is compatible with many other changes made to git over its history, e.g. the conversion of many git commands from Perl to C.
Furthermore, gzip isn't even necessarily the best tool to produce gzip data. If you want multi-core parallelism there's pigz, and if you're willing to trade higher CPU usage to get a better compression ratio you can use zopfli. I don't know the details of the implementation in git and whether it tries to leverage multi-threading or zopfli-like techniques, but the point stands that gzip isn't the final word on producing gzip data.
Furthermore, gzip isn't even necessarily the best tool to produce gzip data. If you want multi-core parallelism there's pigz, and if you're willing to trade higher CPU usage to get a better compression ratio you can use zopfli. I don't know the details of the implementation in git and whether it tries to leverage multi-threading or zopfli-like techniques, but the point stands that gzip isn't the final word on producing gzip data.