Former Hurricanes and Southland mid-field back Willis Haloholo had to withdraw from the Wales squad on Tuesday after testing positive to Covid. Record numbers of infections have occurred in Wales.
The All Blacks were all tested on Monday evening and were awaiting results.
Assistant coach John Plumtree, who coached Haloholo at the Hurricanes, said: "It's just sad news for Willis. I'm sure he would have been excited about playing the All Blacks. A quality player and very sad for him and his family."
The All Blacks had been briefed and were aware that all the Wales squad, like the All Blacks, would need to have negative results before playing.
"For us, it's business as usual," Plumtree said.
"We understand the risk.
"We have come from Washington where the risk was probably a bit lower but we were still in the same bubble. But here with the amount of cases per day the players understand the risk that is involved and they are heightened to it," he said.
The situation was different to any other tour the All Blacks have undertaken.
"It's way out of what we are used to doing when on tour, certainly in any rugby environment that I've been in.
"There are other challenges along the way. This is our 11th week away, so this is a real endurance battle, mentally.
"But, if you came into our environment and you saw how the players were coping, you'd admire them, because it's not easy. They're all sticking really tight and they all understand the importance of being grateful that we can play on a world stage right now in these types of conditions," he said.
"The Welsh Rugby Union have been really good with strict protocols around keeping us safe at training. The All Blacks are a popular team in Wales, they've been able to keep people away from us all of the time, which is good. The day of the game will be the same.
"The wider management of the [All Blacks] team have been excellent in the hotel keeping us safe. We're at the back entrance of the hotel, we've got our own lift. There's no staff walking around our rooms. [In] Our bedrooms there's no service, so we look after our bedrooms ourselves. We see no one but ourselves in this hotel.
"Food is dished up, staff leave, and we help ourselves to the buffets. We're masked up everywhere."
A coffee car pulls up in front of the hotel at 7 am from which they have a coffee while people walk around them.
"Those are the simple pleasures that keep us going," he said.
Activities arranged for their usual Wednesday day off include golf and a visit to Britain's SAS training facility based in Wales.
"We are really restricted, but at the same time everyone is working hard to keep us sane on our days when we do have a little bit of down time, which we really appreciate," he said.