The reason is simple, but it's a good point to highlight, because it really goes to the heart of what transport calculations with ATK is all about.
In a two-probe system, there is no periodicity in the transport direction. Therefore, there is no concept of k-point sampling. The electrode, however, is described as a periodic bulk system in all directions for the purpose of establishing the proper boundary condition for the edge of the central region, where it is assumed that the influence of the scattering sources in it has been screened by the surface layers enough that the density and potential are bulk-like.
Thus the electrode is 3D bulk, while for transport - and hence transmission and surface DOS - we only have a 2D periodic system, in the transverse plane.
Also note that, therefore, the Z k-points for the electrode are only used in the electrode calculations. This is why it's not so expensive to use many Z k-points, because the electrode is always smaller than the two-probe. At the same time, we need to have quite many k-points in order to match the nature of the semi-infinite electrode in the two-probe setup. You can read more about this here:
http://quantumwise.com/forum/index.php?topic=101.0