A lot of people on the Colorado forums don't care about the exhaust brake unless they're towing. It doesn't really do anything all that noticeable unloaded on a flat grade. When you're coasting down the max legal grade though, it is the difference between riding your brakes all the way down and just casually coasting down while you enjoy the view. I live about 3/4 of the way up a canyon, and the top 1/4 is the steepest (6%+). I use the exhaust brake every time I come home, and it's very nice to have. The cruise and tow modes are pretty clever when it comes to steep grades.
If you get a diesel ZR2, it comes in the package. The diesel checkbox gets you the more reliable 6-speed transmission, heavier duty front suspension, exhaust brake, trailer brake, electric heating element, a better battery... That's all that's coming to me off the top of my head. You get a lot more than a differently shaped lump of metal up front. Having regularly visited the most popular Colorado forum online, there are a lot of little doodads that come up as being in the diesel trucks that the gassers wish they had, and try to buy and install on their trucks. There's a lot baked into that checkbox, and not all of it is obvious.
Heads up, it's come to light recently that the 2021 trucks are being decontented to some degree over the 2020s. The hard detail so far is the front brakes are dropping from 4 piston calipers to sliding 2 piston calipers. More will likely come to light as time passes. My theory is that GM is hurting from all the covid-related supply chain issues and shutdowns, and is trying to recoup losses by cutting costs; this is based on nothing more than speculation. It's hardly the end of the world, especially here since they don't salt the roads, but braking performance is one of the things I've seen praised about the the Colorados. No telling what, if anything else will come to light as being cut. I don't know that it changes your calculus at all, or that it's not the same story with the MOPAR crew, but it's a datapoint to consider.
