A couple of things.
A via point has to be visited - or more precisely, it has to be recognised that you are approaching it. So if the satnav say "approaching Freds Diner in quarter of a mile on the left" - or whatever it says, then it considers that you have visited it, even if you turn off before reaching it.
In the case in the image, it will never say that you are approaching, because first it has to tell you to turn off.
So in theory, yes it does matter that the via point is not on the road.
But, point number 2 may come into play. I'm not sure what goes on here, but when the Zumo imports a route and its route points, those point seem to be checked against the Zumo's map - and it shifts them to nearby known locations. Usually this means that they are plotted on the road, but not always. So if that happens then that via point is not an issue.
Shaping points are not an issue - if you miss such a point, you are still on the magenta line after the point, the zumo will not care that it was plotted off road.
But that being said the XT and to a greater extent the XT2 dondifferent things with routes if they have been imported from outside, and in some situations if the satnav has to recalculate, it will remove shaping points and allow you to completely miss via points - removing them from the route as well. But if it does that, with the best intentions, it is no longer following the route that you plotted.
For those reasons I always make sure that Vias are plotted precisely. Google maps and other routing software maps are not to be trusted. Except MRA maps, which uses HERE maps that Garmin uses.
Suffice to say it is important to check that route points are accurately placed on roads, and on the correct side of the road. A little error might be insignificant - but the via in a field look very significant.
I've got a link to that situation where a via point is misplaced and what happens when you cant visit it.
app.php/ZXT-P203
But if you go onto the next page from that link - p204 - it shows what happens with an imported gpx route that the zumo has had to recalculate. Those videos are XT1s. The XT2 is yhe same if Tread is not connected, and more draconian if it is connected