All the non cellular presence sensors that I know are either Zigbee or Bluetooth or WiFi. I’m not aware of any Z wave. That has to do with how they work. Zigbee devices normally do repeated check ins with their coordinator, which are pretty easy to capture. (That’s how the SmartThings arrival sensor works.) Zwave devices don’t. Also up until the most recent generation zigbee devices were smaller and has better battery life. So from a practical aspect, I don’t think the question arrives.
From a theoretical standpoint, however, if it’s illegal to import or operate the device on a specific frequency then that’s true regardless of the type of device. So it would apply to presence sensors as well. However, almost all Zwave devices are set to only broadcast on one frequency, in part because of just this issue. So you won’t find a device which can broadcast on both the US frequency and the UK frequency. It’s one or the other as it comes from the factory.
It’s one reason you have to be careful when shopping to make sure you get the right zwave frequency as it can’t be changed later,