Lightroom Import marked Image

"If I import via a card reader, the photo ends up with write protection on the hard drive, which makes further work cumbersome. If I import directly from the Nikon Z9 via USB-C cable, the photo ends up on the hard drive WITHOUT write protection."

The camera is marking the file on the card as readonly. By default, when you import via a card reader, LR simply copies the file from the card to your hard drive. But when you import via a USB cable, the operating system (Mac or Windows) uses the ancient Picture Transfer Protocol, which I don't think supports the read-only attribute of files. 

In general, I recommend you avoid importing via USB cable -- it's slower than a card reader and buggier due to lack of attention from Apple and Microsoft.

a photo that has been marked as protected with the key in the camera

I take it that you are not referring to the read/wright tab on the card, but a setting in camera.

Perhaps this?:

https://onlinemanual.nikonimglib.com/z7_z6/en/05_basic_settings_05.html

/Followup/

The above reply was not meant to help you. It was meant to ask you to clarify exactly where the protection is being applied and how.