No. All '95-05 NSXs sold in the North American market other than the '99 Zanardi have power steering.
If you look in the FAQ section about the Zanardi, it shows weight reduction figures. There was a 95-pound difference between the '98 NSX-T and the non-Zanardi '98 NSX Coupe. The deletion of power steering was responsible for most of the additional weight savings of the Zanardi model beyond the NSX Coupe (32 of the 54 pound additional savings).