ICANN or IANA manages country code top level domains, I don’t think it’s owned by the government. InternetNZ is the trustee for the .nz domain.

From wikipedia:

IANA is responsible for determining an appropriate trustee for each ccTLD. Administration and control are then delegated to that trustee, which is responsible for the policies and operation of the domain. The current delegation can be determined from IANA’s list of ccTLDs.[3] Individual ccTLDs may have varying requirements and fees for registering subdomains. There may be a local-presence requirement (for instance, citizenship or other connection to the ccTLD), as, for example, the American (us), Japanese (jp), Canadian (ca), French (fr) and German (de) domains, or registration may be open.