To be fair to Zanza, he had one game to be developed as a compelling figure whereas as Yuriev had four games and I believe a web series to be fully fleshed out. Zanza might have stood out more if the game spent a bit more time to expand his character but frankly Takahashi admitted that story was a low priority in Xenoblade's development since he was trying to break away from his design choices in the actual Xeno titles.
Zanza is a still a good villain and I would argue beats the pants off any FF villain from the last two consoles generations in being an interesting and distasteful figure but here we're comparing to the other Xeno villains and frankly there is a very short list of gaming villains who could compete in my mind against that roster of antagonists. Zanza is a good villain, we just know that Monolith Soft is capable of better is all.