We study the open XXZ spin chain with a $PT$-symmetric non-Hermitian boundary field. We find an interaction-induced scale-free non-Hermitian skin effect by using the coordinate Bethe Ansatz. The steady-state and the ground state in the $PT$ broken phase are constructed, and the formulas of their eigen-energies in the thermodynamic limit are obtained. The differences between the many-body scale-free states and the boundary string states are explored, and the transition between the two at the isotropic point is investigated. We also discuss an experimental scheme to verify our results.