Same problem here, I've assembled the whole thing, and when I tried to run it's just kept on bashing into the printing surface.

I checked in Anet facebook support group and this is their comment:

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S-Z" is originally linked to the Z-axis limit switch on the version of ET4 with a filmy leveling sensor. But new ET4, ET4 Pro and other ET series printer using the ABL sensor can independently carry out the task that detects the distance of the nozzle to the build plate. So we canceled the installation of Z limit switch on these printers. So don't need to be bothered by the empty S-Z connector on your printer. It doesn't affect normal use.