Hi Houdel,
The cause of this symptom could be one of the following:
1) focus position adjusted following initial focus determination (possible and likely)
2) focus screen not mounted properly (possible but not likely, you'd probably notice this before replacing the finder)
3) lens not mounted properly on body (possible but not likely. The lens mount could be damaged, the lens flange could be damaged, both of which you would probably notice upon visual inspection)
4) lens could be damaged (possible but not likely, you'd get the same results with another focusing screen unlike your results with another focusing screen)
5) focusing screen is damaged (possible but not likely, you'd almost certainly notice this)

What you are experiencing is the result of the lens being focused on a plane beyond the desired point from the camera. This means that infinity is being pulled further from the focusing screen than what you see visually. In other words, the film plane is closer to the lens than the focusing plane that you see when looking at the focusing screen.

This means that the focusing screen is higher in the camera body than it should be, you believe that you're focusing closer than you really are.

I'd check to make sure that the focusing screen is a) not damaged, b) mounted properly on the body. Playing with my RZ that I have with me, it is possible to put the finder on without having the focusing screen seated properly in the camera.

On the other hand, I have bumped the focusing knob on occasion if I did not employ the lock.

Let us know what you find.