I believe Plexus does leave protection. It is a product made for plastics, so maybe it would do a better job. But if you like Z, I imagine it would work fine. It blocks out UV, which is the important thing. Plexus might hide scratches or chips better, though. It's a nice product, and it leaves plastics looking great.
Meguiar's Polish also claims to leave a coating behind to protect the plastic. I've never used it though. Try doing a search on both of these products.