I really think that the Z is more comparable to a MacBook Pro that just happens to be lighter than the Air. Living with a 13" screen, particularly one with such a high resolution, is really not an issue at all (especially since external monitors are so cheap now). The overhead of keeping two computers synced would not be worth it, I think.
As for Linux, I suspect it depends a lot on the exact hardware and distro in question. I had issues with OpenSUSE; it worked immediately with Fedora (only after spending a while playing with SUSE :().
As for the MacBook Pro, I have a friend who has been relegated to living almost exclusively in a Linux VM on Mac OS because running it natively caused it to overheat. The only way I see of being sure of not having any Linux issues would have been to buy a computer with Linux installed, but I didn't see any interesting ones in this particular market.