That, in turn, is easy to answer: yes, there are. Certain Solaris releases had gzip available (even though /usr/bin/tar wouldn't know how to invoke it), but no bzip2 utility.
If these are Solaris platforms we support then that's fine and we should keep tgz files, but if these are platforms we no longer care about then I say the lives of release managers should be simplified by cutting tgz files.
We haven't been really careful in determining what Solaris releases we support; PEP 11 lists no Solaris releases that are not supported anymore. I'd say anything since Solaris 9 (released 2002) needs to be supported. Unfortunately, I don't have any installation of that anymore, so I'm not sure whether it had bzip2 - I doubt it, but it is certainly possible to obtain a bzip2 binary from SunFreeware (or build it yourself from source).