I don't think we have a problem. You can use a custodian for Zaps and transfer to your own node or self custodial wallet.

It's probably not a good thing to make *everyone* move to a custodian. We know what happens here. And, it's also not good to confuse new users by telling them to use two wallets.

Zeus is fixing this with their latest app beta. We'll need more implementations here though, like you said, to better protect ourselves. Why? Zeus is still a custodian of their LN address. Their server could get hacked and have all LN addresses redirected to one wallet. It would turn into a huge honey pot if everyone were to use the same solution.