Great news: today Gemini, a large and tightly-regulated US exchange, announced bidirectional shielded Zcash support!
It is now possible to withdraw Zcash from Gemini directly to a z-address, in addition to depositing directly to Gemini from a z-address (which has been available since 2018). Put otherwise, you can now use Gemini using a purely shielded Zcash wallet like Nighthawk. This is a huge step towards practical use of Zcash in a truly privacy-preserving way.
Gemini is now the largest exchange supporting bidirectional z-address transfers. Kudos to Gemini for this leadership, and to the ECC team for facilitating it!