The ZPlus uses a leadscrew (not a ball screw), with a nut. If the nut is loose on the threads, then the Z axis can move up-and-down by whatever amount the nut is loose.
There are ways to minimize the problem - using an anti-backlash nut (which the Z plus uses), or switching to the more expensive ballscrew (as used by the HDZ). The anti-backlash nuts can wear out over time.