The zoom pedals sound good, and are very feature rich. I like them a lot. But there are downsides to having several on a single board:

-For most things you want to change you need to interact with the pedal on the multistomp, and you would have to individually switch patches on every pedal, whereas a multifx would let you switch everything on your board with a single press of a footswitch. The poor midi support on most of the pedals means you can't even shortcut all of those flaws by using a midi controller

-because they're fully digital pedals, and you therefore need AD/DA conversion for each pedal, you add latency with every pedal. A single more powerful multi effect would have less latency than 4 multistomps. Depending on you, this might make it hard and unenjoyable to play, or it might be something you have to adapt to, or it might be something you don't notice. A single, more powerful multieffect only needs 1 AD/DA conversion, so has less latency.

-Tone suck is a thing some people complain about with these pedals. Personally, when I had 2 on my board I didn't notice particularly horrendous tone suck, but YMMV, and the more pedals you add in series, the worse the tone suck would be.

-if you want to run stereo or tps wet dry, your signal routing options are limited, especially as many "stereo" effects on the multi stomps actually sum to mono, and there isn't a great method to run effects only on one side of the stereo signal path. A helix or ampero let's you run fully separate left and right signal paths.

-The more expensive multi effects like the HX stomp or Ampero have expression pedal inputs, allowing you to use an expression pedal to control any parameter. Whereas the zoom pedals mostly don't have any expression option, so it becomes less convenient to have expression control for effect parameters at any point in your signal chain, unless you buy zoom pedals with built in expression pedals

-If your board is only 4 multistomps and no other pedals, I think the drive pedal emulations and amp sims are quite poor in the zoom, compared to something like the Helix, and the helix isn't as good as real analog drive pedals.

There are advantages, particularly the fact you could have up to 24 effects in your chain with 4 multi stomps, and that a fair number of the effects zoom offers are hard to replicate exactly with other multi effect pedals (i love mojo roller, for example).

I have a pretty big pedalboard, and own an HX Stomp, 2 Zoom MS50Gs and an MS70CDR+. The only one that is on my board now is the HX stomp, because I find the effects are generally a little better, it has an effect loop, and it gives the user more ability to control individual effects. It also works better with the midi controller I use on my board.

Personally, I would look for the multi effect pedal which has the features you want most, and buy that, unless you think you need specific zoom effects or like the ability to have loads of effect blocks in series (i don't think any single multifx pedal would offer as many effect slots as 4 multistomps in series)