Hi,
I’ve just checked in a fix for that issue. It only shows up when trying to build without zlib support. It doesn’t occur often that someone wants a Panda build without zlib support, so that’s why we haven’t run into this issue before.
If you do want zlib support, then you should install the development package for zlib on your system (probably libz-dev or zlib1g-dev). You’ll probably want to make sure that you have most of the essential libraries for basic operations in Panda3D, such as libssl-dev, libjpeg-dev, libpng-dev, libmesa-gl1-dev, libopenal-dev, libfreetype-dev etc.