Zenos played his part.
He wanted his rematch, lost it at first thanks to Fandaniel but eventually he realized if he helps us with our obstacle we'd be free to take him up on it. He actually earned his rematch, he's also too crazy to live.
At first I was with the "no more Zenos he's to one-note" crowd, but now I have a very spicy take: After Endwalker, Zenos is a better crafted villain than Sephiroth and Kefka.
Unlike Sephiroth, who is obsessed with ending life AND torturing Cloud because he has nothing better to do... Zenos respects our hunt and doesn't interfere (except for the whole body swap bit), but the events of Endwalker his obsession with the WoL reached a fever pitch and he took matters into his own hands instead of waiting for us to come to him. Yes, he did say he wanted us all "roaring with rage 'n' rancor" but he learned that isn't going to work in his favor. He came close but the WoL is better than that, and didn't get dragged to his level.
Kefka takes nihilism to a comical degree, dressed as a clown and wanting to end life because "Eff it I'm unhappy, therefore everyone should be too and DIE". He had no real backstory compared to Zenos, just a pissed off clown. In retrospect, DC's Joker does seem pretty boring and overplayed. Yes, Zenos backstory is that
he was always a spoiled, bloodlusting, princeling but we learn more about him through the game and the online story than however long Kefka was on screen. Zenos has no redeeming qualities, he is still one note, but unlike the other two villains he wants to understand the WoL. Wants their attention, and what makes them push on to get stronger. While we are his enemy, he respects us and our prowess. Sephiroth and Kefka could care less about their enemies, they just want them to despair and or perish.