It depends. There are two scenarios where you might want the .com as well as the .co.nz. The first is when you intend to sell your good or service world-wide. The second instance is when you want to protect your brand name and ensure no-one steals your business name.
Also, think about how people use the internet. When typing in your URL in the address bar, is it possible that some people may inadvertently type in .com rather than .co.nz? Having both URLs (and have them redirected to the same site) means that you’re not losing customers, nor are you weakening your brand.