There is no one thing the game's narrative is supposed to be about, and although the Ascians are the villains of the main myth arc so far, they often act through proxies. Naturally, not every antagonist is going to be aligned with their goals; in fact the only non-Ascian antagonist interested in aiding them was Varis (albeit for his own agenda).

Each expansion has its own story arc, with the Zodiark / Hydaelyn myth arc connecting them all together. Just because the antagonist of one story arc isn't connected to or concerned with the myth arc doesn't mean they're poorly written; Nidhogg was completely apart from the Zodiark / Hydaelyn myth arc, but that doesn't mean he was poorly written.

Zenos serves primarily as the PC's foil: a character that is the complete opposite yet equal to them. The PC possesses a natural Echo and uses it to slay primals, while Zenos' is artificial and is used to merge with primals. The PC uses their immense power to end conflicts, while Zenos uses his political clout to start them. The PC masters multiple disciplines, while Zenos sits at the pinnacle of just one. Some measure of the PC's strength comes from their eightfold (ninefold after Shadowbringers) rejoined soul, while Zenos is (to the best of our knowledge) just freakishly powerful. The PC is a normal person who blew into a city-state with nothing but the clothes on their back and a ruddy weapon in their hand, while Zenos was born into utmost privilege and collects only the finest armaments.

Yet, both stand at the center of world-shaking events and cross swords to shape the future.

If the PC chooses to accept Zenos after his rant in the Royal Menagerie, however, he essentially becomes their shadow: all of the dark, negative things about themselves they won't (or can't) admit. In simplest terms, it becomes an admission that you're just using the noble causes of the Eorzeans (etc.) as an excuse to chase a combat high, just like Zenos does with the Empire. (One can argue that this isn't true of their PC's characterization, but remember that PCs are just projections of the player's will on the game world...)

Something to remember: XIV has a continuous, ongoing narrative. Plot hooks for future events may be set up years in advance, as was the case with the Warriors of Darkness and the Flood of Light - they were first hinted at back in the ending of 3.0 and had a little action in 3.1 and 3.4, but didn't really take center stage until 5.0. While Zenos was the main antagonist of the Stormblood arc (which itself had nothing to do with the myth arc beyond proxies), surviving despite his best efforts means he can just return to antagonize us again, and may or may not play into story themes moving forward. There's nothing poorly written about that, either - it was established back in 2.2 that the Echo can be used to cheat death.

It's perfectly understandable to not like Zenos and/or be uninterested in the themes behind his character, but that doesn't mean he's poorly written (I found Heavensward's themes pretty trite, even if the writing was still good). Just because he has no stake in the myth arc doesn't mean Zenos is poorly written either (Yotsuyu has no stake in the myth arc, but I hold her to be one of the best written antagonists in the game thus far for her thought-provoking actions in 4.3). Not everyone is going to like him, and that's fine, but trying to tout personal taste in antagonists as an objective measure of writing quality is (again) just self-aggrandizement. (Or: Who gave anyone authority to determine what objectively constitutes quality writing?)