Nikon Z9 has a
46.0MP Full frame (35.9 x 23.9 mm ) sized Stacked CMOS sensor and features Expeed 7 processor. On the other hand, Nikon Z5 has a
24.0MP Full frame (35.9 x 23.9 mm ) sized CMOS sensor and features Expeed 6 processor.
Nikon Z9's sensor provides 22MP more than Nikon Z5's sensor, which gives a significant advantage in real life. You can print your images larger or crop more freely.
On the other hand, please keep in mind that Max sensor resolution is not the only determinant of resolving power. Factors such as the optical elements, low pass filter, pixel size and sensor technology also affects the final resolution of the captured image.
Below you can see the Z9 and Z5 sensor size comparison.
Nikon Z9 and Nikon Z5 have the same sensor sizes so they will provide same level of control over the depth of field when used with same focal length and aperture. On the other hand, since Nikon Z5 has 88% larger pixel area (35.51µm2 vs 18.88µm2) compared to Nikon Z9, it has larger pixel area to collect light hence potential to have less noise in low light / High ISO images.