User blog comment:Jrotc193/Why?/@comment-972068-20130421180454

Probably since Oda didn't actually write Film Z, he doesn't want it part of his canon story. He also said he doesn't want people who read the manga and not watch the movies to be confused, though this contradicts what he said previously regarding Strong World: "And as far as something that will hold true for both the comic and the anime, this will be Luffy's last adventure as a 17 year-old."

So he apparently doesn't want Film Z to be canon.