In the figure you can see the statespace form of a feedback interconnection system.
Very quick question: is there a reason they have taken $D_1=0$ and $D_2=0$?
It makes workings a lot easier but I see no reason as to why this would be true generally.
In most of practical systems $\boldsymbol D=\boldsymbol 0$.
If you push the gas pedal in your car, does your car jump?
If there is a jump in the temperature, does your thermometer mercury jump immediately?
In the real-world, it is rare to find plants and sensors with immediate output. But, sometimes there is a system that approximately gives you an immediate response. What to do with them?
In such cases, for continuous time systems, you can assume that there is a very trivial low-pass filter before or after the block. For discrete systems, you can assume there is a small unit delay before or after the block. The low-pass filter and the delay should be design with minimal impact on the model accuracy and the system needs to be robust enough to tolerate that.