Disclaimer: I don't have a Z camera, but I looked on line at the manual.
On older SLR's, there is no distinction between the various monitor functions, and the brightness control affects them all. I see no separate playback brightness function in the Z instructions either. But there is an "auto" brightness feature which adjusts brightness of the screen depending on ambient light. I suspect that this is being applied to playback as well, and you might try turning it off and manually setting brightness.