An interesting thing happens after changing your Id column to:
Id INT IDENTITY (1, 1) PRIMARY KEY NOT NULL, and using the clustered index stats, instead of the non-clustered index:
On Version 2012: the stats based on the new clustered index (PK__Customer_...) don't get updated, exactly how you described here[/url]
On Version 2014: the 500 + 20% modification threshold suddenly starts taking effect and both of the outdated stats (ix_Customer_ZIP and PK__) get updated, as defined in BOL, and the uniqueness of the returned results no longer matters ...
So for SQL 2014 this part of your explanation: "... behavior is independent of clustered or non clustered index. Only the UNIQUENESS of an index ... is relevant!" seems to be no longer true.