I didn't like Zenos through Stormblood, but I've done a 180 and now I love him. There's a lot to that, and I may not present it here in the correct order.
One thing that was important to me to realize: Zenos in Stormblood is not bland. He's depressed. As Dark Goku, Zenos' driving force in life is to fight a greater power. When we meet him in Stormblood he hasn't met one in a long time, and has almost given up hope on ever doing so.
By the end of Stormblood, in the speech on top of the menagerie, we get the first glimpse at the Zenos "awake". And he's not an idiot, or bland! He's a poet. To him, violence is beauty, and he spends a lot of time ruminating on his relationship with violence. Ultimately it leads him to an amoral conclusion that allows sacrificing other life for the sake of the contest.
After this, Zenos' journey to come back is fun to watch, but I wouldn't say these add much to the character other than reinforcing that he's "awake" now.
I think the next important turning point for Zenos doesn't actually include him at all - it's Elidibus' dreamlike tour of our past battles. To Elidibus, we are a being that seeks violence for its own sake, that takes flimsy justifications to interfere and destroy others regardless of their goals.
To Elidibus (and some of our other enemies), our WoL is Zenos.
Now, Elidibus is wrong. It's important that he's wrong, and Alphinaud and the gang make the reasons for this clear in their confrontations with Emet Selch and Elidibus. However, there is some of Zenos in us, both in the WoL character and in us the players as we push for ever greater contests.
It's for this reason that Zenos is the perfect foil for our WoL. Our main verbs in XIV are related to violence. Zenos main ideal is violence. This juxtaposition should force us to question our own actions and work to conclude that we are, in fact, different.
From here we come to Zenos' revival. At this point, Zenos is fully awake, and simply preparing for the final conflict. In our contest with him, we will defeat him and prove that our violence has another cause behind it and is just, while his is ultimately a form of empty lust. But he will (and has) spend ever on-camera opportunity delightfully chewing his dialogue about his amoral philosophy, and I'll enjoy every minute of it.
Lusavari's earlier post was spot on. Zenos is not a dumb tool for Fandaniel. He's a distant philosopher/poet warrior who believes he has ascended beyond concern for the mortal realm. As long as Fandaniel facilitates Zenos' final confrontation with us, they can coexist. Unlike Lusavari, I do think Zenos is evil because his philosophy is evil, but I agree that he is not malicious.
One thing I haven't seen mentioned here - Zodiark is conspicuously missing its heart since we trapped Elidibus in the tower. People seem confident that Zenos will eat Zodiark, but I think more likely he will take Elidibus' place in the core of the god.