If I build Geant4 10 with its own version of libz, geant4-config --libs does not report it. I see that the list of libraries is coded in geant4.10.00/cmake/Templates/geant4-config.in but that no provision is made for libG4zlib Other optional libraries seem to be covered with some form of conditional statement.
Resolved on the trunk, and in tag cmake-V10-00-05. This is expected to appear in the first patch to 10.0 which is in preparation.