Yep.
The first time I saw anything about a Z-axis was in the XY menu of the Rigol DHO800....
Ah, that must have been where I saw it too. (In the DHO1074, to be precise.)
I got my Asteroids arcade board out yesterday and connected it to the SDS800X HD, to see whether I finally have a DSO which does a credible job displaying that vector game. Only to find that the scope does not support a Z input (for beam intensity modulation) at all. Bummer...
I'm afraid the excitement about CROs finally having become totally redundant is premature.