One thing I appreciate about Zenos' place in the writing/story is that he provides an avenue for WoL to be someone else, something more than what the core narrative simply directs you to be.
You're the hero, you do everything in your power to help those around you. Zenos allows you to be less than virtuous, if you so choose. You don't have to agree with or take up the personality he ascribes you. He can be wrong about you. But... He can also be right about you.
You can be the WoL that feels bloodlust, that began the journey simply because you wanted to see the world and challenge yourself. You can fall into the role of virtue, adopt the mantle of hero, but feel tired and regretful of the responsibility hoisted upon your shoulders.
You will always rise to the occasion, because that's what's inevitably required of you, but you don't have to with unending enthusiasm. And when you finally, finally reach the end of the universe. Make the penultimate sacrifice for the sake of everyone and everything else...
He gifts you one final opportunity... to fight for *yourself*. To be *yourself*. He tells you you can walk away, this is your choice, whether it be for duty or pleasure, you act for *you* and what you want. No one is asking you to save them, to fight for their sakes. You fight for yourself and for your very own hopes and dreams.
