I did some more research and according to this entry https://docs.databricks.com/release-notes/runtime/10.4.html#insertion-order-tags-are-now-preserved-f... with DBR 10.4 LTS the zorder is kept in some cases:

"

The UPDATE and DELETE commands now preserve existing clustering information (including Z-ordering) for files that are updated or deleted. This is a best-effort approach and does not apply to cases when files are so small that they are combined during the update or delete.

"