This means that if you were to drill several holes on the side of a shape, you would have the drill moving back up to the safety plane on each hole. This is mainly for safety as sometimes programs are stopped and restarted in locations that could cause a collision if the tool is left down at the hole depth.
If you want to avoid the extra moves in Z, you could simply group the holes on each side of the part after they are geoshaped and then drill them. This will create one Z move down and leave the head at that Z location and then move between each of the holes, returning to the Z height of the safety plane when the holes are done.
This is how the cycle would look when the holes are drilled:
This would work with either a horizontal drill in a drill block, or an aggregate tool drilling on the side of a part. If Plane Detect is turned on, only one horizontal comp move will be generated as well.
The code would look like this:
N6(DRILL .25 DIA.)