Meltan of all mythicals does have actual lore surrounding it so I'm willing to give that a pass, even if its mostly conveyed through exposition. At least in-universe its meant as new research and discoveries about it.
Zeraora in general is just weird, though.
Like, okay...I'm not as hung up on labels of Legendary or Mythical ("Phantom") as some people are, right? So I'm fine with a Pokemon only being kinda vaguely rare or at least having something notable about it that you can sink into. I also think it's mostly fine if it doesnt really tie into the region; I can suspend disbelief. They wanted these Pokemon this generation, it doesnt NEED to tie in necessarily, even if it's nice.
Diancie has the carbink connection, which makes it rare and sought after and rarely seen. neat! Anime gave it a whole kingdom, very cute.
Hoopa's a sneaky jerk who hops between places instantly stealing shit, and then extra lore that it was way mroe powerful and malicious and sealed away. It's not really tied to Kalos (or even Hoenn), but hey that's neat!
Volcanion is effectively a Kalos cryptid. Only seen in the mountains of it, producing steam like fog. Cool!
Magearna has the whole king backstory and the soul heart and the storytelling of its color fading over time, and the interesting oddity of being treated like an antique
Marshadow doesnt really have lore around it that ties it into any specific region & even in its movie it's just sort of tacked on, but it does like. Have a thing about it. it hides in the shadows away from people, so it's very rarely seen. Assuming its powered up mode is still caleld "Zenith" it might even have some vague connection to Z Power.
Meltan I already mentioned, it's got stuff going on.
Zarude isn't strictly-speaking super rare (to be fair, it's with Shaymin & Phione on that front), and doesn't tie into Galar at all, but it does have stuff about its habitat and what it contributes to the forest. And the movie gets to focus on that in its entirity, and made one extra special since it left its troop to raise a child. There's some forest protector stuff that's consistent in both things. So sure, fine. It just needed to be put into a game, an
But Zeraora just.... Exists. It's fast. It's fearsome. The anime gives it a "heart of gold" towards the weak, fair enough. But that's it.
Its presence in the movie could have been just about any Pokemon, even more so than Marshadow (which at least has interesting theming around shadows of the heart). A tie-in gave a supposed origin of it being born when a lightning bolt hit a volcano (...sure? is that meant to be canon to anything else or....?)
In the anime it's...also just something that exists, in an alternate universe
It's a cool design but there's just nothing going on here.