I would really not recommend to put the swappiness higher. A common mechanism in kernel is that it will put pages (chunk of memory) in the swap to free some memory for other running tasks.
First "problem" when the kernel wants n pages to be freed, m (with m < n, m is the number of compressed pages required to hold n) are newly created in RAM, I am not sure if that can disturb the kernel or not.
Then anyway, when you have pages in the swap, it is possible that you use the application later on with some of its pages in the swap. What the kernel do is bring back those pages into physical memory but does not remove them from swap (which with standard swap can be seen as caching, so when the application go back in the background, the kernel does not have to write back those pages into the slow swap). However with zram it is perhaps not a wise trick, because you then have in memory the m pages in zram + the n pages that are back in memory!
The kernel has normaly a "total memory" thatit can use to do its business. When you add zram, it is counting in the "swap" memory only, as it would be with any disk based swap, but it reduced the actual "total memory" and that is not expected/anticipated by the kernel. Sometimes you can have weird and not wanted behaviour because of this!
With zram, it would be good that the kernel does not swap too much to this area when it is under memory pressure. And you should always have a real hard disk swap partition bigger at least than your zram maximum size, so that the system won't get OOM whereas at the same time you would see plenty of free space as reported by