Theory: We are Azem

[DPZ2]

I'm sure when they get around to whatever Azem is supposed be doing (this was hinted in the live letter Q&A that followed Endwalker that Azem is doing something plot relevant)

Just to be clear, the answer was more along the lines of "Yes, Azem was doing something ... secret". The answer went on with something like "Imagine what your Warrior of Light would be doing, and that's probably what Azem was doing". They may never go there in-game. Link to relevant video + interpreted answer is below:

https://www.youtube.com/watch?v=Wd4R5cfhLwA