Woflram outputs this result because it assumes x and y don't depend on z, which means it finds that:
$\frac{\partial x}{\partial z} = 0, \frac{\partial y}{\partial z} = 0$
But yes, you can technically say:
$1=2x \frac{\partial x}{\partial z}+2y \frac{\partial y}{\partial z}$
Although it's rather meaningless. You're expecting the partials of x and y with respect to z to yield "something else", but x and y DO depend on z by:
$z=x^2 + y^2$
We can explicitly show it by:
$x=\sqrt{z-y^2}$ and $y=\sqrt{z-x^2}$
Then using the Chain Rule:
$\frac{\partial x}{\partial z} =\frac{1}{2 \sqrt{z-y^2}}(1-2y\frac{\partial y}{\partial z})=\frac{1}{2x}(1-2y\frac{\partial y}{\partial z})$ and $\frac{\partial y}{\partial z} =\frac{1}{2 \sqrt{z-x^2}}(1-2x\frac{\partial x}{\partial z})=\frac{1}{2y}(1-2x\frac{\partial x}{\partial z})$
Plugging them into each other:
$\frac{\partial x}{\partial z} =\frac{1}{2x}(1-2y(\frac{1}{2y}(1-2x\frac{\partial x}{\partial z})))=\frac{1}{2x}(2x\frac{\partial x}{\partial z})=\frac{\partial x}{\partial z}$
$\frac{\partial y}{\partial z} =\frac{1}{2y}(1-2x(\frac{1}{2x}(1-2y\frac{\partial y}{\partial z})))=\frac{1}{2y}(2y\frac{\partial y}{\partial z})=\frac{\partial y}{\partial z}$
And we come to a roundabout answer.