We talked about it before and @jezdez mentioned having to check with the PSF. I've since learned that it's possible to choose the PSF as the fiscal host via https://github.com/sponsors/jazzband/signup, which would effectively be in compliance with typical fiscal host requirements of routing any donations their way.
I believe that having an integrated button like that would contribute to transparency and boost visibility, while not breaking any rules. Furthermore, I think that GH Sponsors might be more user-friendly for potential donors.