Is there one way to show Gradient Objective Function (proc nlp) in proc optmodel?

[RobPratt]

It is just a matter of precision.  If you use the OUT= option in PROC NLP and copy the values from there, you will get closer:

z[1] = -8.654267573;
z[2] = -4.570463718;

The gradient is essentially zero at this point.