It was added upstream in 2020. Since tmux is often used on servers that don’t upgrade frequently, I still regularly work on some servers without this feature.

In related news, Vim just added XDG support upstream as well. Just waiting for Zsh to follow suit now :)

I've been working around this on Zsh by using ~/.zshenv to source the rest of the config from ~/.config/zsh for years now.

I would welcome the change.