I’ve seen this behavior for a bit as well. It seems to happen most often when something generates a lot of noise.
Update: As of 0.C - 12186-g26c1f77 I can confirm that monsters still move up and down through the ground without using the stairs or other means of ascending and descending z-levels.
I am using the x64 bit version, and I am using the experimental Z levels options, and mods.
I am using Windows 8.1.
I am using SDL (Graphical) as far as I can tell.
They seem to do this upon hearing noise, but as far as I can tell it isn’t required, and it seems to be all monsters can do this, but it’s very notable for ants, lab monsters, and twisted horrors in mines.