When there are two in phase s orbitals they are capable of constructive interference which forms a bond.
Likewise the matching of phases between a s orbital and a pz orbital results in a bonding interaction.
However combination of an s orbital with px or py results in a non-bonding interaction, as the interaction of the s orbital with in-phase p orbital is cancelled by the equal amount of out of phase p orbital, resulting in zero net overlap.
d-d orbital overlap
Orbital-orbital overlap and SALC Homepage