It's important to note that verifying transactions involving z-addrs is computationally expensive. It's expensive enough that people have proposed storing the verification proofs on the blockchain so that new miners don't have to do the work to verify the transactions. However, this would greatly increase the size of the blockchain and the proposal was rejected. It's much cheaper to store the proofs off-chain if necessary. There is significant ongoing work to improve the efficiency of computing these verification proofs. In fact, the next major protocol upgrade called Sapling is focused on exactly this and it’s slated to be launched in 6 weeks.