The RETI instruction also facilitates the nesting of interrupts, allowing higher priority devices to temporarily suspend service of lower priority service routines. However, this instruction does not enable interrupts that were disabled when the interrupt routine was entered. Before doing the RETI instruction, the enable interrupt instruction (EI) should be executed to allow recognition of interrupts after completion of the current service routine.
http://www.zilog.com/docs/z80/um0080.pdf