Hi Kirk,
I actually can reproduce the issue on my machine (super wide gamut EIZO monitor). Opened in e.g. camera raw or preview, the image clearly has pure black pixels, but not when viewed in PM. I checked this by analysing the screen with the digital colour meter (in native values mode).
If you remember we discussed (rounding) issues with colour rendering in PM a while ago, I think this is a similar issue; depending on the combination of image and display, values are interpreted slightly differently, leading to small variations. Normally you won't see these (who is capable of noticing a difference of 1 in an RGB value?), but for the lost shadow detail this means a zero is suddenly no longer a zero.
I'm not sure how this can be solved though, you could perhaps choose to (also) highlight RGB values one above or below max/min, but I'm not sure that is even feasible.
Cheers,
Hayo