Lynda, its not your +/- Z that needs to be consistent, its your layer Z values. When viewed through the layer link the layer Z value is taken into account. The +/- Z does not set the base elevation, but rather the default height of a layer.
For example, on a 3-storey house with basement and 10' floor to floor heights you might have a
basement with +/- Z = 10', Z = -9'
main floor +/- Z = 10', Z = 1'
upper floor +/- Z = 7', Z = 11'
When viewed together the floors of this building will coincide, but when linked they will stack with 10' separation according to their Z differences.