Well, throwing grenade/molotov from roof does seems pretty important. But are Z-levels used in any other place than the evac shelters? Right now, it seems their only use is to add a mini-dungeon to each evac shelter, whereas there should be way to do really cool thing like climbing on a roof to escape zombies while spraying underground, or just jumping from roof to roof to get to a shop.
It's just a demo, only shelters and churches have upper levels. Having simultaneous z-levels as you describe would require a lot of redesigning of existing code, it would change the whole game and throw everything out of balance, it would also impact performance greatly. I think it's not worth the effort. For me it's enough things like church bell tower can simply exist and that you can go there.
Let's wait and see what DDA guys will make about z-levels with Kickstarter money. I'm not sure it's what the game needs, so I am not motivated invest any time, but if they manage to make anything good I'll look forward to make something 100x better.