Good question. A madman who lost himself to the daunting task of saving the world is probably the most common Nasu villain archetype, so I have no shortage of characters to compare him to. So what makes Zepia's tragedy stand among so many like it?
The first and most shallow factor to consider is that Zepia is more aesthetically interesting than most if not all of his peers. The vampire imagery, the theater imagery, and the possibilities brought by his status as rumor land malware are all super cool stuff that meshes well with each other and ties in neatly with the themes of Melty's narrative.
The other key factor is his relationship with Sion, the other natural information vampire of the Eltnams. Due to Sion's unique talents, the creeds of the Atlas Institute, and the beliefs and upbringing that naturally form when the two are combined, Zepia takes a very "you are me" approach to his interactions with Sion. He knows where she's going because he walked that same walk. He knows what becomes of Sion when she loses her hopes. Sion was a TATARI in the making, until Actress Again where she actually became Zepia's TATARI successor like he sorta wanted at first. Because Sion is a new hope Zepia found some 500 years after losing all that he previously had.
Most other members of Nasu's fallen hero archetype don't have this personal and involved connection with the protagonist they confront. Sion and Zepia are thoroughly defined by their relationship with each other and FGO thoroughly and consistently proves that Sion can't be interesting with him removed from the picture.
There is one exception. Archer is the one Nasu madman wrecked by the task of saving the world who has even more of a "you are me" relationship with his hero. If ask me which other Nasu antagonist is the closest to Zepia, my answer is Archer. They even share the powerful heartwarming moment of happily accepting that their enemy has found something better in life than following his doomed footsteps. But Zepia stands out more as the undiluted version of this idea since there is so much more stuff happening in UBW while Melty Blood is only Sion and Zepia (arguably Shiki and Riesbyfe too, but be honest, they're accessories to Sion's character more than anything). It's a prime example of how less can be more.
Its finally put together, all of Riesbyfe's conversations in her different routes into one video that is ordered chronologically as well, and it even has the win quotes too! Thanks to some help (they don't want to be named here) we were able to upload it onto YT on their channel.