Notice that $$F_r(z) = \frac{1}{(1-z)^{r-1}} - \sum_{k=0}^{r-1} \left(\frac{z}{1-z}\right)^k$$ and therefore for $r\geq 4$ and $n\geq 1$, we have \begin{split} [x^n]\ F_r(z) &= \binom{n+r-2}{r-2} - \sum_{k=1}^{r-1} \binom{n-1}{k-1} \\ & = \binom{n+r-2}{r-2} - \binom{n-1}{r-2} - \binom{n-1}{r-3} - \sum_{k=1}^{r-3} \binom{n-1}{n-k} \\ &\geq \binom{n+r-2}{r-2} - \binom{n}{r-2} - \sum_{k=1}^{r-3} \binom{n-1+r-3-k}{n-k} \\ &= \binom{n+r-2}{r-2} - \binom{n}{r-2} - \binom{n+r-4}{r-3} \\ &\geq \binom{n+r-2}{r-2} - \binom{n+r-4}{r-2} - \binom{n+r-4}{r-3} \\ &= \binom{n+r-3}{r-3}\\ &> 0. \end{split}
ADDED. The above bound implies a stronger statement: for $r\geq 3$$r\geq 2$ the function $$F_r(z) + 1 - \frac{1}{(1-z)^{r-2}}$$ is non-negative.