Nonsense. How many distributions include a xz decompressor by default? Even if you can figure out what to install easily, what command is used to extract? I'm not aware of GNU Tar including an option for xz yet...
GNU tar supports it since 1.22, according to german wikipedia. Ubuntu 11.04 comes with 1.25. The man page seems to indicate -J for .tar.xz.
Although I didn't know that .tar.xz exists, my test download worked like a charm: firefox offered to open the file in file-roller. file-roller displayed the contents. no problems. (using file from http://www.phpmyadmin.net/home_page/downloads.php
tar xvf phpMyAdmin-3.4.2-all-languages.tar.xz
works as expected.
I guess I'm a tar.xz fan now!