The reason for above issue is, pzplot clear the axes properties and plot the data into axes in required format.
This is the reason why the cartesian grid is removed once the pzplot is rendered on the figure.
Inorder to over come this issue, add the grid to axes after the pzplot.
As an example
s = tf('s');
sys = (s+2.5)*(s-2)/(s+5)/(s+8-2i);
figure;
h = pzplot(sys);
% set grid layout on axes after pzplot
ax =gca;
ax.XGrid = 'on';
ax.YGrid = 'on';
p = getoptions(h);
p.XLim = {[-10, 4]};
p.YLim = {[-2.5, 2.5]};
setoptions(h, p);
