Interesting:
ContourPlot3D[z - Sqrt[2 - x^2 - y^2],
{x, -2, 2}, {y, -2, 2}, {z, -2, 2},
AxesLabel -> Automatic,
Contours -> {1, -1}]
ContourPlot3D[z - Sqrt[Abs[2 - x^2 - y^2]],
{x, -2, 2}, {y, -2, 2}, {z, -2, 2},
AxesLabel -> Automatic,
Contours -> {1, -1}]
In dimension 2 there is no problem:
ContourPlot[z - Sqrt[2 - x^2],
{x, -2, 2}, {z, -2, 2},
Contours -> {1, 0, -1}, ContourShading -> False]
