As a hobby machinist i have some play in my Z-axis. it's not in the nut/spindel but somewhere else. I can cut a flat really flat in 1 go (stay down now=not stay down) but as soon as the z-axis moves and gets back down again it is up to the cutter to find the exact depth as before and sometimes i end up with 0,02 or 0,03mm of difference (deeper then first cut). this is where a real enforced stay down would come in handy although this would mean going over a previous machined area without retract.