What is TCX?
Garmin's training format, and far more than a route: heart rate, cadence, laps, calories, all sampled through the workout. Converting it to anything else means deciding which of that to lose, because GPX and GeoJSON have nowhere to put most of it.
What is KMZ?
A zipped KML, sometimes with icons and images bundled alongside. It's what Google Earth hands you when you export, and it's a single attachment rather than a folder, which is most of the appeal.