Theory: We are Azem

[Kesey]

I'm sure when they get around to whatever Azem is supposed be doing (this was hinted in the live letter Q&A that followed Endwalker that Azem is doing something plot relevant), that we will see them choose a specific form that represents Azem or they will make Azem look like your player character (share gender and race).

Also this latter point is already set up in the lore, as the previous Rising Event had a short story that spoke about Venat and how she chose Azem from among people who weren't from Amaurot that she discovered in her travels. Clearly implying Azem could be any race.

[DPZ2]

I'm sure when they get around to whatever Azem is supposed be doing (this was hinted in the live letter Q&A that followed Endwalker that Azem is doing something plot relevant)

Just to be clear, the answer was more along the lines of "Yes, Azem was doing something ... secret". The answer went on with something like "Imagine what your Warrior of Light would be doing, and that's probably what Azem was doing". They may never go there in-game. Link to relevant video + interpreted answer is below:

https://www.youtube.com/watch?v=Wd4R5cfhLwA