As we get more and more resolution, calibration becomes increasingly important; I remember the effects of adjusting on a D700 being nowhere near as critical as with the D800 or D850.
The auto AF fine tune is definitely a step in the right direction. However, it's only solving one piece of the puzzle, and this is where Sigma really gets it right with focal length AND distance.
For example, I was debating between a Nikon 24-120 and Sigma 24-105, and I went with the Sigma largely due to the confidence I felt that such a large range of settings would be accounted for in calibration. A global +7 adjustment on a 5x zoom cannot be considered satisfactory. I've attached an image of the calibrations on my copy - you can call it poor quality control out of the box, or something that can only be appreciated to have the ability to address.
One critically annoying aspect of the Sigma calibration software is that it must connect to the internet each time a lens is docked (which can be in tens of times for a zoom calibration session). At farther distances not achievable indoors (i.e. Sigma 100-400), you'll have to bring a laptop tethered to a phone to use it.
Sigma 24-105 Calibration by
Robert Asami, on Flickr