The issue with simple and complex sympathetic villains, is that they don't play that well with eachother in the same story and narrative. Our current over arching story relies heavily on moral relativism and subverting our definition of good and evil. Aside from the Ascians, we've been fed the narrative that there is no truly good and evil. Villains have their agenda, and we just disagree with them (for varying reasons and degrees).

Now with SHB even the Ascians been upgraded to that standing. They are no longer just EVUL, but have a justification and reason why they are doing what they are doing.

Placing a simple character in such an ongoing story usually doesn't go well. It either goes against established narrative, or comes across as a simpleton.

Zenos had his chance in SB. He did not impress. Maybe they'll hammer out his character so more people will enjoy it later, but the negativity towards him isn't unfounded.