Correct. The Z axis does not go below 0 as Z0 is what the printer thinks is your bed. Wanting your printer to go past Z0 means you want to pass the nozzle through your bed.
Your probe will trigger at a value ABOVE Z0, and you tell your printer the offset via M851 or the menus to correct the location of Z0.
If you want to do the offset manually, you can follow the procedure listed on the Ender 3 V2 BLTouch guide - which steps you through how to disable the soft endstops if you don’t want to use the wizard.
The restriction is there to stop people thinking they can ‘spin the wheel’ to move the Z axis down and merrily plow the nozzle into the bed and jack-hammer it for a while as well.
See the “I’ve added a BLTouch, how do I set my Z-Offset?” section here: