Sure, Zenos' family life was not the best, but a lot of people have crappy parents and they don't become homicidal maniacs.

I truely do feel bad for him, his situation sucked. But HE chose to become the monster he became. He revealed in it. Was it because his father hated him, his mother died early, his great-grandfather may or may not have experimented on him? I'm sure it played a part, but again, choices were made, and he was happy with his choices.

You can't save everyone, and not everyone is redeemable. And to be frank, Zenos didn't want to be forgiven or redeemed. Emet-Selch, Fandaniel, they were monsters too, and while I like them a lot, I don't think they were 'redeemed' at the end. Sure, we promise to hang out with them the next time we're all reincarnated, but even if you share the same soul, you're a different person, even if you have a lot of the same personality traits as your previous life.

Zenos's story is done. He had the big fight he wanted, twice even. He got what he wanted. Why deprive him of that?