ES2Graphics.java has a code peventing Z-buffer from be cleared it RenderTarget is not a SwapChain : 

        // TODO: only bother clearing the depth buffer for onscreen
        // windows for now, since we do not yet attach a depth buffer
        // to FBOs; this will need to change, obviously...
        boolean clearDepth =
            isDepthBuffer() && getRenderTarget() instanceof ES2SwapChain; 

Z-buffer should be functional even for render target textures and off-screen rendering.