Univariate x multivariate model

Hello everyone!

I just started modelling and I have a question about how to interpret my results.

I built 3 models, two univatiates (Z ~ bX + e; Y ~ bX + e) and one multivariate model ( Z, Y ~ bX + e). In both univariate models 'X' was not relates with 'Z' or 'Y', but it was in the multivariate model.

My question is why I found a significance relationship only in the multivariate model?
My guess is that 'X' explain better the combined effects of both 'Z' and 'Y', is that correct?

Thank you so much in advance!!!!:wave: