Endomorphisms of Z-absorbing C*-algebras without conditional expectations

We construct an endomorphism of the Jiang-Su algebra $\mathcal{Z}$ which does not admit a conditional expectation. This answers a question in the testamentary homework by E. Kirchberg. As an application, it is shown that any unital separable nuclear $\mathcal{Z}$-absorbing C*-algebra is non-transportable in the Cuntz algebra ${\mathcal{O}}_2$.