As we know from chapter 529 of Bleach, every Shinigami receives his Zanpacto as Asauchi, and Asaushi adapts to soul of his wielder. Which means, that transformation to Shinigami, and obtaining Zanpacto by Shinigami are not really related, and that newcomer Shinigami should not have Zanpacto just because he became Shinigami.
Still, when Ichigo receives his Shinigami powers from Rukia, he has Zanpacto instantly. Later we know, that
It was not really Zanpacto, but manifestation of Ichigo Quincy powers
But initially nobody knows that.
So, why not a single Shinigami, who knows, that Ichigo became Shinigami in extraordinal conditions (and thus, never received Asaushi), never asks, where did Ichigo got his Zanpacto, while it is clear, that he didn't received it from Ōetsu Nimaiya?