Hmmm. That's very odd looking gcode with very strange layers heights and some really weird feed rates. Also some very odd behaviour. It seems that it starts with Z at 0.28 mm, raises it to 0.78 mm, moves the carriage without extruding filament then drops Z back down to 0.28mm and does that few times. Do you have "Avoid crossing perimeters" enabled? Anyway, regardless of that, the Z axis ought to move.
The other thing that struck me was the M115 command with a U parameter. M115 isn't needed so try taking it out, just in case that's causing some havoc somewhere.
Well, I'll be darned. Just in time for a spare MKS to arrive and I thought about replacing the Duet board with something that actually works (my only multi-extrusion system so I kind of need it), it works!
Going through the generated g-code, I can say that the "strange" behaviour is the priming with z-hop, though that sequence is a bit strange… after I commented out the home all axis, and G80 (not supported, so it comes out an error), and M115 U commands, I began hearing the z-axis movement (should have learned this earlier since it is the only axis on screws). I do not know which of the two G80 or M115 U that was causing my problem, but easy to figure out now. What still puzzles me is why these unsupported commands will cause only z axis movements not to be executed...