The Creator firmware is already trying to move your Z-axis pretty fast at the "Rapid movement speed" defined on the Other tab of your FFF settings window. In reality, the Marlin firmware probably has a much lower maximum Z-axis speed and acceleration already defined that override this. I believe the max speed defined in the firmware for the Z-axis is 250 mm/s (or 15000 mm/min) and the max acceleration is really low at just 30 mm/s^2 (vs 9000 mm/s^2 for the X/Y axes!). Even if you tell the Z-axis to move at a fast speed, the firmware will step in and limit it to those values.
You could try increasing DEFAULT_MAX_FEEDRATE and DEFAULT_MAX_ACCELERATION in Marlin's Configuration.h file if you want to move faster. You could also use the M202/M203 Marlin G-Codes to do this over USB.