It's somewhat funny. Zenos actually already is a sympathetic character if you can relate to him on a personal, rather than in-universe character based level. I mean, sympathy and empathy aren't just actions that we take. They're acted upon feelings, and feelings are thoroughly subjective.
I related to Zenos right away in Stormblood. Instantly saw him for being bored to the point of depression. I was actually coming to end of a 6 year bout with depression myself at the time(though it was actually a duo playthrough of Scholar of the First Sin with my good friend later in the year that finally put that segment of my life to rest). I didn't like him yet, but he grew on me because of that(And I mean I was screaming bloody murder and bullshit my first time through each time he beat us). I'm not the best raider in the world, but without fresh, hard fights in the game I get very bored and start to dislike the game.
What they did with him post 4.0 was essentially had him go on his own personal journey for his own motivation. I found myself thinking after I'd defeated him and watched my brother also defeat him, "Did they really just basically write, "The Villain's Journey?" Sort of a parallel to the Hero's Journey, but rather than the call to adventure, it's the, "Call to The Adventurer."
They didn't give us a lot of desired dialogue options for many portions of Endwalker, and regardless of what dialogue option you pick at the end with him, fighting him is still giving him what he desired. That is the best kind of thanks for him, as your words mean far less.
I really enjoyed that they went full Meta with him. He likely could have killed the Scions when he stole our body, but he gingerly walked towards Camp Broken Glass because it was a provocation to try to arouse us to anger to fight him. He proved by his dialogue later when he killed that single Blasphemy that he was already beyond Despair. But then he took what Alisaie said into consideration, showing that he doesn't have all of the answers.
I also think that some people misunderstand what he contributed to the Endwalker Final Day fight. He wasn't just the platform. He allowed us to continue to keep bringing the fight to her. Maybe we could have made a place to stand by manipulating Dynamis, but we needed our all to slay the Endsinger and our Azem Stone party also needed their all to do that as well. For the entire fight, the Endsinger is simultaneously trying to kill us while trying to also get away. Zenos even makes commentary on it, "There's nowhere you can run that we won't catch you."
Basically, what the point I'm trying to make is that Zenos is a character where the pathos comes from us reading him rather than from him directly. For the other characters it is obvious, because they want it to be, but for Zenos they leave us to feel freely about him. Note that he is also the villain who our comrades speak about the least. No one ever really makes an attempt to color or re-color our perception of him.