Alphaedit without Z levels

Hi everyone,
I'm new working with Alphacam and CNC. I have a problem with my NC code. When I Output NC my piece the code does not have the Z levels. It happens when I select the subroutine option at Drill/Tap Holes.. If I select the Canned Cycle it does not happens but the "EPP, SUB1 SUB2" code doesn't exist and I need It to have the easiest and fastest work at CNC if I have to chance something there, at the machine. I don't know why Z level does not appear.

Thank you and sorry for my english if i have something wrong.