\z is same as \\z because there's no escape sequence for z. But it is not clear for the reader of the code.
Background
Python's string literals use the backslash for their own escape sequences (like n for a newline). When Python sees an escape sequence it doesn't recognize, such as "." (a literal "dot" character in regex), it gives a DeprecationWarning.
To avoid this warning, you can use a raw string literal for your regular expression. Raw string literals don't treat the backslash as a special character and are often used for regular expressions in Python.
By adding the r before the string, you're telling Python to treat this as a raw string literal, so it won't try to interpret . as an escape sequence and will instead ignore it.
An alternative would be to use double backslash \. The first backslash escapes the second one when the string is parsed by python. The second backslash works as the escape sequence for the . when sent to the regex engine for parsing. In other words, '\.' becomes '.' when parsed by python, and it can then be used in a regex. The "r" before the string tells python to treat the string as a "raw" string literal (and not to modify it).