Why no focus peaking on the D810?

Yes but you can also find it in $ 700 Panasonic mirrorless camera. You also have it in external EVF/montor american maufacturer from the like of Ikan, small hd and zacuto starting at about $ 400. In principal it is just the software hardware sharpens the image to its max and puts indicators(most of the time red colour) where it is sharpest.

Focus peaking is required on cameras that don't have a lot of AF lenses to support the camera. You can use Nikon lenses on Sony cameras if you have an adapter. As far as I know, you lose features (like auto focusing) if you use the adapter.

I'm not sure that a Nikon camera would need focus peaking except for legacy lenses. From what I understand, focus peaking only works on live view which for Sony is all of the time.