Have to confess, whilst Zenos annoyed the snot out of me for the vast majority of his involvement in the story I DID like the direction they took with him in the end. He clearly approached the WoL from a different angle when he appears at Ultima Thule - he wants to fight us again, sure, but this time he wants to go all out. No holding back. Remember that we held back in Stormblood, where our objective was to take him alive and have him stand trial. He committed suicide to deny that closure.
When he fights us in Ultima Thule there is no holding back from either party. He pours absolutely everything he has that fight - and so does the WoL. Two souls, more similar than either would care admit (in the Dark Mirror sense that Zenos himself referenced), burning their absolute brightest. And it's the greatest joy Zenos has ever known - the only joy he could ever share.

That said (and with the 'he's dead' statement in mind) I don't think he should be brought back. The problem with a character with the motivation Zenos had is that you're left with the 'and then what' trope. He is instantly recognisable, unwelcome anywhere, wanted to stand trial for war crimes and he can't really lay low hiding in a different body as they established his body was special. He wouldn't work as an ally, we don't need an anti-hero and as a rival.... we surprased him. His story ended in the right place, in the right way, in my opinion.