Even a small cutter can move the head against any play in the z-axis. Obviously if the cutter is pulling down into the work it should be less of a problem, although it can move the head down the dovetail if not properly tightened. Where the cutter is pushing into the work, then it does lift the head and even engraving cutters bounce up if they hit a hard spot, so yes the backlash on the z-axis is something that needs monitoring along with the other axis. Just relying on the weight of the head and motor does not compensate for holding the head down properly.