It is the intention to move the Z-axis up (to its home Z-level) before moving X and Y to the start of the first operation.
This is done with a move in machine coordinates, using the G53
If your home Z is -10, the initial move should be G53 G0 Z-10
Note that the home coordinates can be set in the Fusion Post-Processor Dialog Box : maybe you don't have the right settings there..
Further, make sure your controller is able to perform G53. GRBL does this.
Finally I noticed once this problem myself, and the reason was the GCode sender:
The G53 is a so-called non-modal command, this means it is only effective for the line (block) in which it is found..
This means that for a command G53 G0 Z-10, all three words have to be on the same line. For some (unknown) reason I found that some GCode senders, split this command over several lines but this will change the meaning ! The G53 will no longer be active and so the machine will move to work-coordinates Z -10 io machine coordinates Z -10.
I had this problem with the UGCS Platform 2.0
For the time being I am using UGCS 1.0.9 which does the line breaks correctly.
You can find this software here : https://github.com/winder/Universal-G-Code-Sender
Please read https://github.com/Strooom/GRBL-Post-Processor/wiki/Anatomy-of-output-of-the-Post-Processor where I documented how the post-processor (should) work.