So late to the party but AV Linux has come with rockhopper's MakeSFZ scripts as a Thunar custom action for years as detailed in the user manual pages 55-57: http://bandshed.net/pdf/AVL2019UserManual.pdf
The raw scripts are here on github: https://github.com/rock-hopper/makesfz
These interactive scripts are very handy even if just used to generate an initial SFZ file with everything mapped out to tweak further by hand. The AVL-Drumkits began life with these scripts. Polyphone (also included in AV Linux) definitely converts SFZ-SF2, I am under the impression that it will do both conversions if you select 'Save As' but I primarily use it to take SFZ's and make them into the more compatible SF2 format..