Hello Birna, as you said: “might”, but doesn't have to. I have several cheap Nikon F to NEX adapters from China and each one has the correct infinity setting when combined with a NEX to Z adapter (24mm to 500mm). I also have a few F to Z adapters that are too short, but nothing that can't be solved with a screwdriver and some thin metal foil...
For me, the ability to use manual non-CPU lenses with working focus confirmation is a big advantage, especially the longer focal lengths from 135mm.