$2{\mathrm{p}}_{\mathrm{z}}$ orbital of one atom can overlap with $2{\mathrm{p}}_{\mathrm{z}}$ orbital of other atom but not with the $2{\mathrm{p}}_{\mathrm{x}}\text{ or }2{\mathrm{p}}_{\mathrm{y}}$ orbitals. Because

the synrmetry of ${\mathrm{p}}_{\mathrm{x}},{\mathrm{p}}_{\mathrm{y}}\text{ and }{\mathrm{p}}_{\mathrm{z}}$ is same

the ${\mathrm{p}}_{\mathrm{z}}$ orbital cannot overlap with ${\mathrm{p}}_{\mathrm{x}}\text{ or }{\mathrm{p}}_{\mathrm{y}}$ orbrtal due to their different symmetries

they possesses same energy that is why ${\mathrm{p}}_{\mathrm{z}}$ correct overlap with ${\mathrm{p}}_{\mathrm{x}}\text{ or }{\mathrm{p}}_{\mathrm{y}}$ orbital

the energy of ${\mathrm{p}}_{\mathrm{x}},{\mathrm{p}}_{\mathrm{y}}\text{ and }{\mathrm{p}}_{\mathrm{z}}$ is different