Answer:
Contact stresses σz on rotational surfaces act in the direction of the local z-axis of the surface.
Each FE element has its own local coordinate system, which corresponds to the local coordinate system of the surface. If the local z-axis of the surface points outwards, it does this at all FE elements and thus along the entire surface.
The effective direction for curved surfaces can be checked in the graphic if the option "FE Mesh → On Surfaces → FE Axis Systems x,y,z" is activated in the Display navigator (see the image).