Contour Lines Are Not Z-Enabled

I'm using the arcpy.Contour tool to create a polyline featureclass of contours based on a raster surface. It works great, but the polylines are not z-enabled. In ArcMap, they look great, but when I pull them into ArcScene, they all show up at the same elevation.

Any ideas? I'm using a z-factor of 1 in my Contour tool.

Jon Mulder