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If you spend a braincell to think about it, it'll make sense
Zygarde is part of a trio, like Kyogre/Groudon/Rayquaza, or Dialga/Palkia/Giratina. Until XY, the third legendary in a trio has always gotten it's own game where it plays a center role. The absence if that is felt
Mewtwo, even in its original game, never took a center role, with its backstory mentioned via notes you search out within Cinnabar's Mansion. You have to seek it out itself within a postgame cave.
