HME with Breas Z2 and P10 mask

When I travel I use my Breas Z2 and a P10 nasal pillow mask. I wonder if the HME device does anything at all. With the P10 I have to attach the HME to the end of the short tube on the mask, which is past the exhalation vents. In videos I've seen online, they all seem to attach the HME directly to the mask.

Is a HME not compatible with the P10 nasal pillow mask, or any other mask that has a short integrated tube?

I have a Z1 which is the same physically. You use a regular hose with the mask the same as any other machine. Just attach the hose to the machine and the mask to the hose like a home machine. It would work directly attached but there wouldn't be enough tube length for most people to be able to use it.