If Zenos really wanted another fight, he could just waltz over to Eorzea and cause trouble. The Warrior of Light would respond and the two would clash again.

It feels contrived for that not to happen and for Zenos to sit around in Garlemald complaining that he is 'bored'. Literally any time a Primal or other major threat pops up within Eorzea or the Far East, the Warrior of Light is called forth to intervene. There is an exceptionally long track record of that happening. Practically everyone who matters knows that pattern by now.