As long as you have conquered step one (first you get good), then you can move to step two (then you get fast).
In that the software does not offer you the option to skip the Z axis lift, you could quickly do a find/replace (between line and line) in a decent G-code verification program (I use NCPlot).
In your case, I'd opt to change the offending line to G91, G00 Z 0.001, G90 perhaps ? This would simply replace the waste of time, still allow the bit to retract a smidgen, then return to the next pass start location.
Indeed there should be a check box to restrict this type of motion. When I get qty work where this really matters, I will always quote work with the "out of the box code", then dial things with manual editing for added $$ gains.