Yeah, straight lines should be straight and the horizon should be horizontal. I might be a bit obsessive when it comes to that 
I don’t have any z-mounted lenses yet, I’m still using my, admittedly rather good, f-mount lenses. The above image was shot with this one. F-mounts also work rather well on the Z6 II, and probably all Z bodies.
A while back, when I was considering a new camera, an acquaintance let me use his Z6II + Nikkor Z 24-70mm F/2.8 S-line for a few days to give me an idea about this camera. I prefer primes, but Oh man… that lens is nice!