I find them really interesting because they are a whole other world, the "road not taken". They are very different from Unix/POSIX/Linux/*BSD/macOS/etc, even moreso than Windows is. Windows is not a Unix, but it has borrowed a lot of ideas from Unix–and is arguably growing more Unix-like as time goes by, borrowing more and more ideas from Unix-land–Windows is a lot closer to Unix than most mainframe operating systems are–even MS-DOS is a lot closer to Unix than most mainframe operating systems (indeed, if you read the source code and design docs for MS-DOS 2, they repeatedly mention the influence upon it of Microsoft's Unix, Xenix.)
Consider some ideas which exist in z/OS but not in Unix or Windows:
- record-oriented file system: the filesystem is aware of the record-boundaries of files, whether they contain fixed length or variable length records, etc – and enforces them
- indexed files: key-value type files are built in to the filesystem, not some add-on library
- the catalog: a database mapping file paths (dataset names) to the volumes they are stored on: so you can move a file to another disk volume (or even to tape) without changing its filesystem path. You can kind of approximate this using mount points, symbolic links, etc – but it is a lot messier
- partitioned data sets (PDS/PDSE): like ZIP/TAR files, but again, built-in to the filesystem
- block-oriented terminals: you send/receive data to terminals as a screenful at a time, not a character at a time
- DDnames: your program inherits (the moral equivalent of) file descriptors, but instead of just having numbers, they have names (instead of fd 0, you have a DD called "SYSIN")
You can argue about whether the above features are sensible – the designers of Unix were well-aware of them, but decided they were examples of unnecessary complexity – but sensible or not, they are interesting.