It should be quite possible to convert the geometry of KMZ file to an STL file. However there may not be any useful geometry data in some of the KMZ files for Stereolithography.
Convert Compressed Keyhole Markup Language (Google Earth) data to Stereolithography CAD file.
We have found 2 software records in our database eligible for .kmz to .stl file format conversion.
Microsoft Windows software - convert kmz to stl on Windows
A CAD 3D geometry translation software
Convert from kmz file format
The tables with software actions are a good pointer for what a certain program does with various file types and often may give users a good hint how to perform certain file conversion, for example the above-mentioned kmz to stl. However, it is not perfect and sometimes can show results which are not really usable because of how certain programs work with files and the possible conversion is thus actually not possible at all.
Apple macOS / Mac OS X software - convert kmz to stl on OS X
3D modeling application for Mac