It depends on what you are interested in. It is often more physically relevant to think at fixed number of particles rather than fixed $\mu$, so $\mu$ picks up an implicit temperature dependence.
Take for example classical particles following Maxwell-Boltzmann statistics having the same energy $\epsilon$. You have:
$$
n = z e^{-\beta\epsilon}
$$
So when $\beta\to0$, to maintain the same number of particles:
$$
z\to n \\
\mu \to T\ln n
$$
Similarly for Bose-Einstein statistics you have:
$$
n = \frac{ze^{-\beta\epsilon}}{1-ze^{-\beta\epsilon}}
$$
so when $\beta\to0$, to maintain the same number of particles:
$$
z\to \frac{n}{n+1} \\
\mu \to T\ln\left(\frac{n}{1+n}\right)
$$
and for Fermi-Dirac statistics you have:
$$
n = \frac{ze^{-\beta\epsilon}}{1+ze^{-\beta\epsilon}}
$$
so when $\beta\to0$, to maintain the same number of particles:
$$
z\to \frac{n}{1-n} \\
\mu \to T\ln\left(\frac{n}{1-n}\right)
$$
The idea is that these formulas all give the same limit when $n\ll1$ ie the low density limit, which gives $z\to 0$. Note that the order in which you take the limit $\beta\to0$ and $n\to 0$ matters.
Hope this helps.