I'm not sure if this is a bug but the SetMousePosition function that takes in three parameters, the x value, y value, and z value, does not properly set the z value of the mouse position.
One can test this using this code snippet.
self.window = Window:GetCurrent()
self.window:SetMousePosition(50.0,50.0,10.0)
System:Print(self.window:GetMousePosition():ToString())
The z value still remains 0.0