Mathematica can solve your equation, but it requires some understanding of mathematics and human intervention. This is always the case for nontrivial problems, isn't it?
Additive solution was demonstrated by @bbgodfrey. But there is another multiplicative one. Separate variables as follows
$$y(x,z)=g(x) h(z),$$
and set
$$G=\int_0^1 g(x) dx.$$
Now your equation reads after integrating it $\int_0^1 dx\ldots$
$$
G h(z)=z+\frac{G}{2} \int_0^1\! h(v)\, dv.
$$
This equation can be solved with MA
eqn = G* h[z] == z + 1/2* G*Integrate[h[v], {v, 0, 1}]
DSolveValue[eqn, h[z], z]
$$h(z)=\frac{2 z+1}{2 G}.$$
The full solution therefore reads
$$y(x,z)=\frac{(2 z+1)g(x)}{2 G},$$
where $g(x)$ is arbitrary function on the $[0,1]$ interval such that $G=\int_0^1 g(x) dx\neq0$.
x + z
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