That is you are only testing this at a close focusing distance. Useful for macro but not General Photography where a distance of 8 to 15 feet is much more appropriate.
Nothing stops you from testing at the distance you use. For my testing of lenses for reviews, I tend to use what I feel is an "appropriate and likely" subject distance, which more approximates your "General Photography" theory. Trust me, there are lenses that have focus shift at those distances that you'd want to correct, and as I pointed out above, you can do this test today with any Z System camera by just putting it into video mode where apertures are respected.
The second error is your statement "All existing Nikon Z bodies focus with the lens stopped down (up to f/5.6), which avoids the potential effects of focus shift". This will only reduce the effect of focus shift at apertures close to f5.6 and how much reduction that produces will vary with each lens.
As I also noted elsewhere, I believe Nikon was very aware of what the focus system was going to do—remember, they first introduced it in 2011—and designed their lenses so that they didn't tend to have focus shift at max aperture up through f/5.6. There may be some, but it's so small on Z System Nikkors that I can't measure it. If you use adapted F-mount lenses, you need to pay attention to focus shift, though.
Your third mistake is sadly very common, that is using high magnification views to judge for image quality.
For the lenses I've tested, it's pretty clear when the focus shifts away. First, you have the focus indicator Horshack is pointing to. Second, I can and do see the difference at magnification (for what it's worth, don't do that on the Rear LCD, do it in the viewfinder, as you'll get better discrimination).
I'll also note I check for sharpness at only 50% peeps because why discard an image with a tiny focus miss if it will print perfectly good images.
You're missing a point here. You're not judging whether or not the image is "good" or not, you're judging whether or not you can see a focus shift on the fixed target. If you're doing it right and have 20/20 vision, you can.
As for my Z mount lenses they all are just fine however I have not turned the lens corrections off, so perhaps there are some hidden corrections that Nikon does to correct for focus shift. If so I really don't care. Just as I don't care about "defects seen in 200% or higher peeps. Because they are completely invisible at magnifications I do not print at.
Most of your argument is about "can't see it in my images." As I've long stated: "collect optimal data, process data optimally." Focus-shifted data is not optimal. When you apply some sharpening methods to slightly out of focus data, you get different results than you do from data correctly focused. Now, on many images used in "normal" ways (i.e. no large print or display), that probably doesn't show. However, it does when you're working at the image quality levels my clients ask for.