Hello OvivO,
The difference may be observed, if you have drawn shapes in the Model view - depending on the enabled surface option (like model, tie points, point cloud and etc.). XYZ for the shape vertex are taken based on the point you click on the active surface.
Note that you can re-calculate Z value for the shape vertices based on DEM using Update Altitudes option for the selected shapes in the Ortho view mode context menu.