Depending on the local resolver has some consequences
check-soa uses the local resolver to retrieve the list of NS.
For instance, if the local resolver validates with DNSSEC and the domain is broken (.MIL, today), the message is spurious:
% check-soa mil No NS records for "mil.". It is probably a domain but not a zone
(The SERVFAIL in response to the NS query was misinterpreted)