Do you think there should be a market for building/selling malware? I feel like it would aid in zero day disclosures. But it could also incentivize black hats.
Fuck no. Malware and exploits are not the same thing. Anyone can write malware; you just have to have the stones and a broken enough moral compass to make money by immiserating strangers. There is an infinite amount of malware; we don't benefit from its "disclosure".
There is a market already, the only diff. from this case is who is the end buyer. If you are building a rootkit for Sony Entertainment to use on it's customers none minds much.