In YOUR opinion, Zenos doesn't do these things as a character. I can offer multiple examples that suggest otherwise. As adversaries representing opposing beliefs, I can argue that Zenos and the Warrior are a microcosm of Zodiark and Hydaelyn. I can look at the visual imagery that describes both and use that to make value judgements about the use of Dark and Light as a storytelling motif. I can draw parallels between the two that takes their similarities - enormously powerful, talented and blessed individuals - to consider the why's and wherefore's of the gulf between them. In multiple ways their relationship echoes the basic premise of the story, which is about duality (possible about duality versus balance, we have yet to see, which is something Zenos could tie into very well).
In many ways Zenos and the warrior are indisputably similar - their fighting abilities, their possession of some kind of 'supernatural' power that augments these abilities, the way they both stand out from the crowd, their isolation because of this. The ways in which they are different only heighten the similarities and vice versa. That you dismiss this - I have no idea why since it's made quite obvious - is one of the reasons you don't see Zenos as relevant.
He isn't a complex character for the most part, but he has space for complexities to develop. He doesn't need to be complex to provide a powerful foil for the Warrior and - if the player is inclined to do so - cause him/ her to question his/her motivations as the Warrior. Especially as part of the losses he/she has suffered during the HW/SB arcs and as deliciously developed in the DRK story.
You are entitled to dislike Zenos as a character. You're not entitled to dress that up as fact when it's merely opinion. In my opinion Zenos is interesting, but I can understand why some dislike him. I'm happy to engage in discussion but not with someone who attempts to shut everything down with 'no, I'm right and you're wrong'. This is what you are doing when you describe literary criticism as objective. No critic in the world worth their salt would agree with you. We can all have opinions and back up our arguments with examples from the text, but in the end it's all subject to interpretation.
You seem not to get this at all