Why should there need to be pathos around Zenos' character, though?
It's worth going through his scenes from after the Stormblood MSQ. Much like he makes you do this expansion, he manages to fight his way back against all odds to his original body using a borrowed, weakened Imperial Centurion. He puts an end to the threat of the Black Rose and Varis. He spares Gaius and Estinien in an unsolicited 2v1 when it would have been trivial to kill them both. And in a moment of surprising clarity, he completely shuts down Jullus' diatribe non-violently in what was startlingly one of the best bit of dialogue in the MSQ.
'Would you be "happier" had I a good reason? If my motives met with your approval, would you no longer resent the outcome?'
He is who he is, and unapologetically so. Take it or leave it. He's a fascinating character, and is brimming with potential.