That is because many spell checkers use American English. 

Basically, z is used in North American English (American and Canadian). S, is used in English spellings. You can find explanations for this, on the internet. Here, for example: http://www.studyenglishtoday.net/british-american-spelling.html

Which spelling you use, depends on who audience is. If your writing is to be read mainly or only by speakers of American or Canadian English, use the North American spelling. If it is not, then use the English spelling.