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Even Volcanion at least had some neat lore in-game about being worshipped for helping shape southern Kalos/creating plains, even if the movie never actually acknowledged that (and even if its design and its role in the world were super thematically dissonant and I can't really agree with how it was handled).
Meanwhile, Zeraora has absolutely nothing interesting going for it as an entity. The most unique flavor we have is just that it's insanely violent and it doesn't generate its own electricity, neither of which makes it worth calling a Mythical - that's just your standard "here's why this is its own species," just like every other Electric-type has something unique setting it apart from the type as a whole, not "here's why this species is really special and rare and event-only."
It's a shame, because I do like its design a fair amount - it just has absolutely no reason to be Mythical. I can get behind it as a Pokémon, but it should've just been a regular species like Lucario (Zoroark at the absolute best - if it really has to be event-only, I mean - but even Zoroark had a much more interesting set of lore than this).