I purchased the usw-kw41z as a platform for developing my own firmware, so I didn't try the example projects - I went straight to programming my own firmware into the kw41z using the kw41z SWD. Obviously I didn't expect my firmware to work first time... but I did expect that I would be able to keep reprogramming the kw41z as I debugged it! Once I had programmed the kw41z for the first time, I could no longer reprogram it via SWD, so I tried doing it via drag & drop into DAPLINKBOOT and that didn't work either. I tried some NXP example .bin files as well as my own. That's when I noticed the unexpected signal on the Nreset pin.
However, I have recently made some progress. It turns out I had made an error in my firmware build environment, so that the "flash configuration field" (0x400-0x40f) was getting programmed to 0xff. This has the effect of turning on security, locking out SWD debug after the next reset. I performed a mass erase, and once I had done that, I was able to program the kw41z via SWD and to get my firmware working. Interestingly, mass erase does not return the entire flash to 0xff as you might expect - location 0x40c gets set to 0xfe, and this is crucial as it turns off security.
It appears that the signal I observed on Nreset is not particularly unusual - I have found that simply mass erasing the flash (ie. putting the chip back to its factory state) causes the same periodic behaviour. The important thing I have realised is that the periodic behaviour on Nreset does not prevent the SWD from working - and once the flash is programmed with a valid application, Nreset behaves as you'd expect it to.
The only mystery that remains unsolved is that though I can now program the kw41z via its SWD, the DAPLINKBOOT drag-and-drop method still doesn't seem to work. Does this mean that DAPLINK can only reprogram the kw41z with some assistance from the firmware already in the kw41z? I had assumed it used the SWD, and could therefore program a blank kw41z?