Right so I understand your confusion because I've been there before.
First of all have in mind that, in this situation, if you push the X box, all boxes will move together thus having same acceleration $a$.
If what you say was true (that all boxes should be under the same force), since each box has a different mass, their acceleration would be different (following $F=m_i·a_i$). Now imagine $m_x \lt m_y \lt m_z$. In this situation, when applying a force to X box, all the boxes would "separate" because their accelerations would be different. That would of course be nonsense.
I understand what you say by "boxes conduct forces" and it's "true", but not in the way you think. They don't "conduct" the net force they recieve. They "conduct" the force they recieve less the amount needed to accelerate themselves.
Applying 2nd Newton law clarifies it. Drawing a free body diagram for each box:
So for X box we have $F$ and $F_{xy}$. This last one is consequence of Newton's 3rd law. As we push box X, box X will push box Y. Box Y will then push box X back. Same in Y box's diagram.
For Z box, we only have the force of Y box pushing it.
Now applying Newton's 2nd law for each box.
$$
F-F_{xy}=m_x·a\\
F_{xy} - F_{yz} = m_y·a\\
F_{yz} = m_z · a
$$
You can see it now: X box pushes Y box following $F_{xy}=F-m_x·a$
And Y box pushes Z box following $F_{yz} = F_{xy} - m_y·a = F - (m_x+m_y)·a$