If you have a backdoor in a specific piece of software already, what is the purpose of trying to introduce another backdoor (and risk it getting caught)?
There are two general attack targets I'd use if I had access to a library/binary like xz:
(1) A backdoor like this one, which isn't really about its core functions, but about the fact that it's a library linked into critical code, so that you can use it to backdoor _other things_. Those are complex and tricky because you have to manipulate the linking/GOT specifically for a target.
(2) Insert an exploitable flaw such as a buffer overflow so that you can craft malicious .xz files that result in a target executing code if they process your file. This is a slightly more generic attack vector but that requires a click/download/action.
Not every machine or person you want to compromise has an exposed service like ssh, and not every target will download/decompress a file you send to them. These are decently orthogonal attack vectors even though they both involve a library.
(Note that there's as yet no evidence for #2 - I'm just noting how I'd try to leverage this to maximum effect if I wanted to.)
