This file is indexed.

/etc/zsh_command_not_found is in command-not-found 0.3ubuntu16.04.

This file is owned by root:root, with mode 0o644.

The actual contents of the file can be viewed below.

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# (c) Zygmunt Krynicki 2007,
# Licensed under GPL, see COPYING for the whole text
#
# This script will look-up command in the database and suggest
# installation of packages available from the repository

if [[ -x /usr/lib/command-not-found ]] ; then
	if (( ! ${+functions[command_not_found_handler]} )) ; then
		function command_not_found_handler {
			[[ -x /usr/lib/command-not-found ]] || return 1
			/usr/lib/command-not-found --no-failure-msg -- ${1+"$1"} && :
		}
	fi
fi