As Pepsi says, the headlight (in stock trim) is either main or dip but never both (unless you use the headlight flash/pass switch). The reason being that when they brought out the Z in 2008, to save money, they used the X/R handlebar switch which is designed to operate a twin filament H4 bulb rather than two separate H7s. Obviously with an H4 bulb you don't want both filaments lit simultaneously for any length of time or you'll fry the bulb, but with separate lamps it's not an issue.
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this for a very cheap and easy fix to get dip to stay on when main is selected.