What you notice immediately is that he is a pro. These people, the uber pros, they would make an amazing character also using one of those webapps for sculpting, its all in their already acquired skills. Do not think you can do the same in zbrush or blender just because yuo picked one of the 2. And, zbrush will help you more if yuore a beginner. This guy instead reminds us all that skills matter more.
Obviously there are certain times when OBJ wouldn't suit it, but that's on the more technical end, re: animations and such, and all that sort of thing. If it's just for zbrush and baking, obj has everything you need.