Hello @Sutz10,
Welcome to the forum!
zkSync Lite allows you to use STORJ tokens to pay a transfer fee, you also may provide any L1 address when you withdraw tokens, include the deposit address of the exchange. You may also try to convert tokens on L2, but like @arrogantrabbit said, there is a low liquidity. Another downside is an activation fee.
zkSync Era doesn’t require an activation fee, but currently it doesn’t allow to use STORJ tokens to pay fee, so you would need to deposit ETH to your zkSync Era account to withdraw to any L1 address, but it should be improved soon:
Unlike zkSync Lite the zkSync Era has more wide adoption, so you may use tokens within L2 on more services than on Lite, and this network can be added to some wallets directly, simplify things even more.
And finally, the L1 address, you need to have ETH to move tokens, fees are greater, thus an undistributed sum to clear the Minimum Payout Threshold is higher.