I think that the error isn't with the data so much as with the symbology of the first tile. That is, it has to be in the way that the tile is being rendered with a colour ramp. The reason I say this is that I downloaded the data you linked to and displayed the tiles in a different software package and this is what I got:
You'll notice that the 'Error' tile doesn't have the stepped appearance you have in your image (with no modification to the data, just a more appropriate colour ramp). I then changed the display minimum and maximum values and you can see that the tiles are seamless:
If the tiles were in different z units, you wouldn't be able to create the seamless display without first performing a unit conversion. So the good news is that there is nothing wrong with the data; it's just being rendered differently for the first tile than it is for the others in ArcGIS. Check out the display properties (stretched symbology) of that tile compared with the others.