Nikon Z7ii image degrades on import

This is simply due to Lightroom using much less aggressive noise reduction than the camera by default. I recommend you set Lightroom to use camera settings for this camera and you need to simply optimize the detail sliders. The camera (I have the same) really plasters over fine detail in its own jpeg preview (that's what you see upon original import of the raw) rendering by the extremely agressive noise reduction it applies by default. Lightroom does a lot better than the in-camera noise reduction preserving detail and reducing noise as long as you spend a few seconds optimizing it. For really critical low light work, consider using Topaz DenoiseAI or Topaz SharpenAI. These do an even better job than Lightroom (and lightyears better than the camera itself) at reducing noise and giving you every last shred of detail in the file. Running that software is slow though but very much worth it. I do this for most of my wildlife work which is often shot at high ISO (because of the needed high shutter speed and long lenses) at dawn or dusk.

See the discussion here with respect to needing a DNG to examine and the idea that higher ISO can produce less noise (ISO isn't part of actual exposure). 

https://community.adobe.com/t5/lightroom-classic-discussions/unknown-noise-in-dark-areas-of-image-after-rendering/td-p/12920872

In short: We really need a DNG which would bake all your edits and allow analysis of the raw exposure outside of Lightroom Classic. Can you upload such a DNG to something like Dropbox or similar? 

You shoot in JPEG plus raw, the possibility the raw is under exposed is pretty significant. Once we get a DNG, RawDigger will provide that information. 

Lightroom (Lr icon) or Lightroom Classic (LrC icon)?

Can you show us screen captures before Import and after Import? Please use the "Insert Photos" icon to include your screen captures in your reply? Do not attach files.