Just to clarify, this is not something I've never seen before, I've bought 35mm f/1.4 AI-S, a much older lens about 8 years ago, used, and it has the same issue, although it's manual, it doesn't focus on infinity at the stop mark but goes past it, exactly like my new nikkor 28 f/1.4E. The difference is 35mm was used and I accepted it as-is, whereas 28mm was bought at retail shop, shiny new.
And no, my camera (D700 which is the intended shooting camera for this lens purchase) is not out-of focus as well, because I have other lenses which DO properly focus on infinity upon hitting the stop mark, and those lenses perform consistently on my other older DX camera (D5100) as well, results do look the same(in a way because DX isn't FX but the focus appears exactly the same).
This 28mm doesn't have a focus issue in auto mode when in A/M mode on either camera. It stops perfectly pointing at the middle of inf sign on an indicator strip, and image looks perfectly focused to infinity at that point. On both D5100 and D700.
So the problem I have is that I cannot blindly turn the focus ring to infinity and shoot, I'll have to look at the indicator or live view to see the detail, in which case it'll be simplier to never bother switching it to M mode at all.