To reproduce, simply download a wheel, e.g., z3_solver-4.14.1.0-py3-none-manylinux_2_17_x86_64.manylinux2014_x86_64.whl, from https://pypi.org/project/z3-solver/#files and unzip it. There's no license file.

The license file is however present in the corresponding source distribution, in the core folder.

The license says "The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software." so it really should be included in the wheels.