Zenos' character is meant to be a shadow to the Warrior of [Light / Darkness]. His narrative purpose is not to advance the overall plot or exposit things about the world's mythos, but to serve as a contrast to the Warrior of [Light / Darkness] and show what they could become if they let battle lust override their concern for the common good.

Being unconcerned with the mythos of the world does not make Zenos a badly written antagonist.