Nope. As others have mentioned, ZFS is CoW. Snapshots are "free" in that they (basically) point to a transaction group in the filesystem. They record a small amount of metadata to disk on each snapshot - on the order of a few MB. This is much much lower than an rclone/sync style backup.
That's also the least interesting part of comparing a ZFS backup to rsync/rclone: The rsync way is to crawl the entire tree being backed up to diff over the network then copy the differences. Because of snapshots, ZFS already knows all the changes that occurred between snapshot A and snapshot B, and (provided state up to A has already been backed up) can update the backup by pushing all changes between A and B as one big binary blob without having to scan or diff anything.