sage: implicit_plot3d(sqrt(x^2-z)==.2, (x,-2,2), (y,-5,5), (z,-4,4), opacity=.5)
sage: implicit_plot3d(sqrt(x^2-z)==.2, (x,-2,2), (y,-5,5), (z,-4,4), opacity=.5,plot_points=100)
sage: implicit_plot3d(sqrt(x^2-z)==.2, (x,-2,2), (y,-5,5), (z,-4,4), opacity=.5,plot_points=200)
sage: implicit_plot3d(sqrt(x^2-z)==.2, (x,-2,2), (y,-5,5), (z,-4,4), opacity=.5,plot_points=300)
the last one is pretty visible, though of course takes quite a while with calculating 27 million points (?).
I tried even plot_points=500 with the =0 one, though, no luck. I imagine that the square root and getting close enough to EXACTLY zero with the (random?) points that this would choose is the problem there - some sort of precision issue?