Pushing the scroll wheel to the right activates a button, but to the left does not.
This behavior from the Z's scroll wheel is normal, and is just due to the middle mouse buttons switch being on the right side of the scroll-wheel.
This means that when you push the scroll wheel to the right, the axle of the scroll-wheel still activates the switch. While pushing the scroll-wheel to the left will instead lift the axle off the switch.
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