As for reason that you must or not must to define mass oscilating in Z direction , i think that is other issue.
I tell my opinion for this issue:
When you have defined load participating factors to mases in etabs by default you have on "Include lateral Mass Only" , this mean that u have says to program that mass can oscilate in X and in Y only. If you have make this into robot also yo must have same modal response and values also.
But in this case you can't generate spectrum case in Z if you want. In this case if u want to use spectrum case or dynamic analysis in Z direction ( we know codes recomend it for defined reason and type of structure, ex EC - for structures with span >9m, and other reasons ;;
you must define mass oscilating in z also.
But spectrum datas are difFerent from X,Y and Z.
regards
Z.G.