Nowhere at https://docs.python.org/3.5/library/time.html#time.strftime is it indicated that %z behaves differently on different platforms. What it *does* say is

%z	Time zone offset indicating a positive or negative time difference from UTC/GMT of the form +HHMM or -HHMM, where H represents decimal hour digits and M represents decimal minute digits [-23:59, +23:59].

I see now that this is mentioned in the footnote at the bottom of the page.

I would split that footnote into two notes. It's really about two things, %Z/%z compatibility, and the RFC. The RFC note should stay as it is in the footnote, but I would move the bits about %Z/%z compatibility much close to their entries in the table, as that is where people are going to look (I personally wouldn't even hide the information in a footnote, but that can be debated).