Because what you have described is NOT how the camera operated out of the box. I would suggest that you use the Save Settings feature at this point so (a) you know how to use it and (b) save your current settings so you can return to this status if you wish to do so.
Go into the Custom Controls menu, then select the Shooting sub section, and then select the Command dial option. I don't have the Z8 but do have the Zf and expect they are similar in the options for the Command Dial. Note Tv means Time Value or Shutter selection. Av indicates Aperture Value. As for P*, I have no idea what that means, if you use the P mode the Reference Manual should provide what that means. What you will see will be a table for the controls for each mode setting. You can then toggle across the table and set what command dial controls either the aperture or shutter for each camera mode setting. On my Zf the front dial is a hair too recessed and it's a bit more difficult to access than the rear command dial. As a result I have the rear command dial to set to control the Aperture in both the M and A modes. Note in the S mode I use the top dial for shutter control so I leave the setting for the Command Dials at the factory default.
PLShutterbug wrote: Regarding reversing these: you can do that with a Custom control, but I don’t recommend it. Every Nikon body with these controls has worked this way by default, so you are best to adopt the standard. If you are coming from a different brand, embrace the Nikon way of doing things rather than fighting it.
I have to disagree with PLSutterbug on this advice.
The Zf is a unique camera with an actual shutter speed dial than can be used. In addition the front
Sub Command dial is recessed a bit too much and more difficult to access, especially for those who add a grip to this camera. The best approach for the Zf is to set the camera up so that only the
Main Command dial is used and the
Sub Command dial is ignored. Fortunately that dial for the shutter speed on top of the camera allows this to be done, all you have to do is reverse the factory settings for the A and M modes.
I've also reversed the dials on my Z7 II because even on that camera I still find the
Main Command dial easier to get to
AND it allows me to maintain keeping my finger on the shutter release while adjusting the aperture. BTW, I mainly shoot in A or M mode with this camera because I have always used the aperture to control the DOF for what I am shooting. I will also note that the Sub Command dial on the Z7 II is very convenient to use and the older Z7 II has a setting to specifically reverse the Command Dial behaviors.
End result is that with my cameras the rear Main Command dial adjusts the aperture and I find that much more convenient for me. Others are perfectly free to set their cameras however they wish. That is one real benefit for these cameras, they make it so much easier for users to set their camera to suit their individual needs.
