If the reaper questline is anything to go by, his avatar likely protected him. When Drusilla said that the evil voidsent almost killed her, by starting to eat her, I was shocked like how could you survive such a thing, but then she revealed that he was simply eating the voidsent instead of her without knowing it, so she was perfectly fine. Then later during the actual fight with the voidsent, she rises after being seemingly dead, much to the antagonist's surprise. He thought her avatar was gone since he ate it, but there was still part of it left, keeping her alive. I wonder if when we fight Zenos we are just beating on his voidsent, especially since he is in form pretty much the whole time? And so his actual self is fine? He did take a last breath, but Drusilla looked the same as him then rose a few minutes later.

Oh, I took a screenshot of Drusilla's quote: "How am I standing here before you then? Orcus gorged on a soul that night. But it wasn't mine-not exactly. It was my avatar that filled his belly." I'm not sure how much of a stretch all of that is to relate to Zenos, but since he is the posterboy for the job I thought it could be relevant somehow.

There are too many unanswered questions about him, and if they continue to develop his character like they've began to I think that would be ideal. I don't know why they would start to develop him just to have him disappear for good, that sounds too unsatisfying for me and I actually think the writers really like Zenos and want to keep giving him a good story. As for people who think he should stay dead, I don't know why every antagonist has to die. I think he'd be perfect as a sidekick that we duel with sometimes. I just feel so bad that us, his only friend, left him alone there.