Perhaps the main reason is that a number of F-lenses perform better on a mirrorless camera. (less disadvantages, sharper, better focussing)
Perform better than they did on F mount or better than native Z lenses? All cameras are mirrorless when the picture is taken, so mirrorless-ness doesn't change the performance of the lens, and the optical penalties of retrofocus designs apply to any lens with focal length less than 50mm, so I am sceptical of any claim that an F mount lens 50mm or shorter is better on a Z mount camera and even more sceptical of any claim that it is better than a Z mount lens of the same focal length.
Sure, some Z cameras have better AF, for some uses, than some F mount cameras. If you add up serial numbers on Roland Vink's site you can see that AF-D lenses outnumber AF-S lenses at short and medium focal lengths, but at longer focal lengths AF-S greatly outnumbers AF-D. That probably has to do with the fact that AF-S was introduced for long focal lengths in 1998, but not for short focal lengths until 2010. The superior AF of Z cameras is of most use with long focal lengths, and there are just not that many AF-D long focal length lenses out there.
The reason people give for wanting an FTZ adapter with screw drive is not that they have all these AF-D lenses that were OK on F mount but are or they hope might be better on Z mount. They want to use them because they really like the way they performed on F mount cameras. So, even if the lens was better on a Z mount camera, why would they care?
Fashion in lens design has changed, so portrait lenses like the 85mm f/1.4D with under-corrected spherical aberration have been replaced by lenses like the Z 135mm f/1.8 with no spherical aberration and some people like the less sharp but "creamy" out of focus look. So there are people who want to keep using the 85/1.4D, typically for portraits. Fine, but why do they
need a FTZ adapter with screw drive? The only reason is because they
can't use manual focus or they
can't use a D850 like they always did.
Nikon has provided a solution for people who want to use AF-D lenses and have AF that is perfectly adequate from a photographic point of view: use them on an F mount camera. Some people may find that inconvenient, and there are people who want to use the 85/1.4D and they dropped their D850 overboard on a Rhine River cruise and since they were buying a new camera it made sense to move to a Z8, and there are people who mainly use a Z8 for sports and sold their D850 to pay for the Z8 but they have a 20/2.8D they use occasionally and they can't afford to buy the Z 20/1.8. Nikon has implied that they just do not see that as a big enough problem to justify making an FTZ adapter with screw drive, and IMO it is very hard to disagree.