I've mentioned this so often I feel like I need to put a stock response in a Notepad file for easy copy-pasting, but: I'm fairly certain that we will never learn what Azem was up to, because Azem's nature as essentially the player-insert means that them actually weighing in on the Zodiark-Hydaelyn conflict, which is directly intended to be a situation with no easy right answer, would implicitly CREATE a right answer. It goes from 'both sides had their points and made hard decisions' to 'the choice The Hero made, and the people The Hero disagreed with'. Azem cannot weigh in on the argument, because their stance carries more weight than everyone else put together. This also remains true if they invent a third answer, or deliberately pick no answer; that then paints both pre-existing sides as 'the people The Hero disagreed with', and so they no longer really exist as positions in their own right; they then exist primarily in opposition to The Hero. Which, of course, also pisses off everyone who happened to agree with a different side to whatever they say The Hero did; I'm sure you wouldn't like it if they came down and said, for example, 'Azem actually completely agreed with Team Hydaelyn and just didn't respond because they were indisposed'.
This actually happened pretty much exactly in the first sequel to Deus Ex, Invisible War (which, appropriate to its name, is largely forgotten). It's a sequel to the original, and the factions you can side with all having characters from the original game among them... with one of those characters being JC Denton, the original game's protagonist. When the original game's protagonist is the representative of one of the factions, then the others stop really existing as independent stances and start feeling like 'the other guys', because the default response feels like it should be to side with the old protagonist.
You see similar problems when an RPG adds a 'perfect', 'true' or 'golden' ending in a setting where otherwise every stance is imperfect; if the True Neutral ending in a Shin Megami Tensei game for example is just objectively the smartest choice, then it reduces the Law and Chaos sides from 'flawed but understandable and perhaps subjectively your preferred choice' (or with SMT perhaps more accurately 'insane, but reason has left the building and I find this view least objectionable') to just different flavors of wrong.