I have been using a D500 with Nikon 200-500mm f/5.6 and 600mm f/4G for quite a while now, mainly for birding, and a D850 for most everything else. I picked up a Z9 last February and have been collecting Z glass as money allows. To me, there is absolutely no loss in image quality using f-mount glass on the Z9 with the FTZII adapter. In fact, my Nikon, Tamron, and Sigma f-mount glass perform better on the Z9 than the D850 / D500. I get more sharp / in focus images and the AF seems to lock faster and more reliably with the Z9. All the FTZII adapter does is spread the light coming from the lens to cover the sensor. There is nothing in the optical path to reduce IQ.
I wanted to have at least one Z lens when I got the Z9 and for me it had to be the Z 70-200mm f/2.8 S. I use that lens on my D850, and now the Z9, more than any other. It's perfect for the grand kids soccer games, outdoor portraits, going to the zoo, dogs playing in the backyard, ... The others I have collected are the 85mm f/1.8 S for portraits, and the 50mm f/1.8 S and 35mm f/1.8 S for general purpose photography, especially street photography. Next on my list are the 105mm f/2.8 S macro, and 24mm f/1.8 S for landscapes. I will eventually fill out the trinity, but my f-mount glass is filling that void for right now. Actually, I am surprised by how well my Tamron 24-70mm f/2.8 G2 works on the Z9, so I am in no hurry to get the Z glass version. I am not a fan of the 300mm and 400mm focal lengths, but that's just me.
I got tired of waiting for Nikon to announce the Z 200-600mm f/6.3 for birding, so I picked up a megadap211 E mount to Z mount adapter and a Sony 200-600mm f/5.6-6.3 telephoto zoom. It is a really, really nice piece of glass and so far, is performing flawlessly on the Z9. When money allows, I'll pick up the Z 800mm f/6.3 S. Those two lenses will take care of my wildlife, especially birding needs.
As far as the IQ improvement with Z glass, yes Z S glass does perform better, but to me, it's not the tiny improvement in sharpness (you have to pixel pick to see it), but very fast AF with less vignetting, almost not existent CA, better bokeh, and for those lenses with VR (like the 70-200mm f/2.8 S), the VR works seemlessly with IBIS for more stops of stability.
I cringe a bit when photographers say they want Z S glass for better IQ. First, the IQ I'm getting off of my dslrs and Z9 with my pro level f-mount glass is impressive (as long as I use good technique). I can get very good results off my D7200 with DX glass. The tiny improvement with Z glass is only noticeable at 100% on my monitor. Second, 75% of taking good photos comes from good working knowledge of the art and science of photography, planning, patience, and a little luck, 15% Post Processing skills, and 10% equipment, as long as that equipment meets a minimum quality level and smartphone cameras are more than good enough. There are award winning photos that are not particularly sharp or at the highest resolution, but the subject matter and composition made the shot. I guess what I'm saying, is that Z glass will not make you a better photographer. Neither will a mirrorless camera, but it may up your keeper rate and the fps rate might allow you to get a shot you might have missed at a lower frame rate dslr, but that's the camera, not Z glass.