Well Z-levels are experimental. I was thinking about this earlier, so what I have to say is just my thought, not based on hard evidence.
My guess would be that there is no roof. Right? If I was coding this project, and it was taking place strictly on one ground-level plane, I wouldn’t bother setting up any kind of roofs.
Then, if someone worked on Z-levels later, they’d probably focus on the logistics of the system, not on putting roofs on old buildings.
My guess, and again, this is all just my non-evidence based thought, is that there simply isn’t anything to keep a mob from traveling ‘through’ where the roof would be.