According to Sigma they are studying the Z mount and have not yet decided (NR February 2020). For Sigma it is a business decision to be made based on how well their lenses work on the Z mount, how well they can compete and how much they want to do Z mount lenses compared to everything else they are doing.
My guess is that Sigma have decided to wait and see. Another possibility is that they have discussed the matter with Nikon and have postponed the decision based on legal, technical or economical issues raised during these discussions. Or, Sigma Z mount lenses are actually about to be released.
A fourth possibility is that there is no problem for Sigma to make lenses for the Z mount but there is a problem with the RF mount, and that Sigma currently doesn't find it enough interesting to make lenses only for the Z mount.
What do you think about Z mount third party support from Sigma or other AF capable lens makers?