I will add my +1:

NXDOMAIN does not mean "I don't have a number for that name but someone else might." It means "The DNS lists this name as having no number (or whatever)."
There's no more reason to look further than if you got a positive
answer from one server and still wondered if some other DNS server
might say something else. You might just as well recheck positive
A-record answers with other servers because they might say NXDOMAIN.

The only reason to look further is if you are monitoring
for inconsistencies/brokenness.

"Settling time" is an issue, e.g. when you don't have an
effective NOTIFY authoritative servers temporarily disagree
for a significant interval.  Still, if you get two answers
(one NXDOMAIN and one A record) from servers, there is no
way to tell which is "correct", just as if you got two different
A-record answers.  It's up to the zone's maintainer to assure
the (hopefully temporary) inconsistency doesn't cause issues.

John Wobus
Cornell Univ IT
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