That really is the main reason why people dislike Zenos: he lacks any real depth even knowing his backstory.

His entire way of thinking just stems from his spoiled upbringing where he got everything he wanted; save for the satisfaction of victory over his combat tutor who made it a note to demean and humiliate him (And was also part of a plot to assassinate him). The rush he got when he finally achieved that goal became his obsession as it gave him a sense of fulfillment far beyond any he had felt previously.

I'm honestly not sure how they can really evolve his character in a meaningful and believable way.