I havent used this type of software, but my thought on this is that if you are using HPGL - you will not and cannot get any Z information since you are only working in the 2D world. HPGL is basically printer language. Any code output from this is only going to give you a fixed Z height.
It may be time to upgrade your software to Cut 3D or Vcarve if you need Z height control. Depending on what you are trying to accomplish you might also look at other software for 2-1/2D control. This is a very popular and very robust program. You can do full 3D work with it but only at fixed Z settings, it will not constantly move the Z spindle up and down as you can do with Vectric software (except for hole drilling). With other software, you would have to specify the Z tool height for each operation.