You don't test the nozzle on _launch day_, what kind of ridiculous statement is that? You think the Air Force is paying SpaceX so they can test things the day it flies?
replyAll components go through several test campaigns on the ground, while iterating on the design to address issues. These campaigns take months/years. That's why changes are stacked into "blocks", which are the equivalent of rocket versions. Each block must be certified by the Air Force and NASA to be deemed worthy of flying their payloads.
A couple days before COTS-1[1] was to launch, a crack was discovered in the second stage nozzle. Rather than wait a month to fabricate and install a new one, SpaceX had a guy climb inside the rocket and use some shears to cut off the lower third of the nozzle. The rocket launched without issue.[2]
replySo while you're right that SpaceX doesn't typically do this sort of thing, NASA did pay them to fly an untested nozzle design.
1. https://en.wikipedia.org/wiki/SpaceX_COTS_Demo_Flight_1
2. See the section titled "Snipping the nozzle" at https://arstechnica.com/science/2020/06/forget-dragon-the-fa...