In Doma it's specifically mentioned that the Empire doesn't know the WOL is there. By going along with Yugir's plan to try and assassinate him, we alert Zenos and Yotsuyu that we're there and give Yotsuyu more time to prepare and get Grynwaht sent after us, yet this never really proves much of an obstacle. Exposing our presence in Doma 'should' have been a bad move strategically and yet it only works out in our favor, which is my issue with it.
And as for the Zenos fights, no this isn't the only way they could do it. You just have an actual unwinnable boss fight. A fight that progresses the story when you actually 'lose', not one where you chip the boss down to 90% hp and then lose. Show off the boss' actual power. Make Zenos a legit threat you're not intended to defeat there. Where even if you're playing perfectly you just can't keep up against his onslaught and are brought down.
As for Zenos' boredom, that's a lot of my problem with him. It just robs a lot of the tension and triumph from the story when it's one where you only have a chance because the villain doesn't actually care about the plot. Because if Zenos gave 1/8th of a crap about anything the resistance would be done, and explaining it all with antagonist apathy doesn't make for a compelling story. Maybe it could have worked if Zenos' personal motivation aside from his imperial duty was compelling. But I didn't find that side of him interesting either. He just wants to fight someone strong and that for me is such a boring trope. So the antagonist has no motivation or investment in the war story and his personal motivation is paper thin and boring for me, so I just had nothing to latch onto. The only antagonist I did latch onto in Stormwblood was Fordola. And Grynwaht but only for his doma castle boss fight.
I'm not talking about the Elidizenos fight, and it's really not even relevent in regards to Zenos himself, we're fighting Elidibus there, and it wasn't the same sort of 'you lose' situation. Elidibus didn't overpower us the same way, his hope of winning over us was through attrition because he couldn't be killed and his job was made easy because of a poorly timed visiion from you know who, so I don't have the same issue with that fight.
Note: If other people like Zenos that's fine, I'm not saying my opinion is fact and anyone that likes him is dumb or anything. For me though he just really fell flat as a character and as a meaningful obstacle in the story, and I was disappointed again in that what I felt would have been an actually interesting arc for him in SHB was wrapped up all too quickly and easily. But for those that liked him, more power to him, and as much as I don't like him, for the initial premise of this thread I do think he makes the most sense to add to Dissidia because the only other long running villain we really have left is Elidibus who doesn't seem to be a combatant exept when possessing Zenos' body anyway.