Agility is not the easiest move to slap on Zacian currently, as it wishes a lot the maximum use of its coverage. With the Dynamax ban, Play Rough/Wild Charge/Close Combat does have good coverage, but you're still missing the power to OHKO other Zacian after a small chip, hit Shedinja, 2HKO Necrozma with Assurance, wallbreaking power in general with Swords Dance, etc. While with Calyrex, Scarf you just miss some immediate power, which is already dealt with just one boost from its ability (and Astral Barrage already hits crazy hard without any boost). Also, Scarf Calyrex still threatens both defensive Yveltal and Tyranitar as both HATE being Tricked into having Scarf, so it's not like Calyrex is giving them a free switch by running that or something.
Agility is still an option to take into consideration, as the point being that both could simply ignore speed tiers in some way. You wouldn't be using either as early as their more traditional sets either, only after you have weakened your opponent's team due to both lacking their traditional power, especially Calyrex-S, as you say can boost based on its ability while scarfed (but only if it gets kills).
And while Calyrex-S does have Trick, which can cripple Ttar and defensive Yveltal, they don't immediately stop threatening Calyrex-S all of a sudden, and while they are crippled, they are still somewhat usable. If it were Blissey/Chansey, then that would be a bigger problem.
Like said before, Zacian still needs the right coverage for them, and if you're running SD, you probably either dropped Agility or is running only two offensive moves, which doesn't cover the meta super well regardless of what you're running. The opportunity cost for SD on Zacian is higher than Nasty Plot on Calyrex, which already hits basically the entire meta except for two mons with just its STABs.
Only if those Pokemon are on the healthier side.
Like Necrozma-DM needs to be at least 268 HP if it wants to survive a +3 Close Combat, as it will deal a huge chunk of damage.
+3 252+ Atk Zacian-Crowned Close Combat vs. 252 HP / 252+ Def Necrozma-Dusk-Mane: 267-315 (67 - 79.1%) -- guaranteed 2HKO after Leftovers recovery
(This is what I mean when I say Zacian-C's only true defensive answer is Quagsire. It's the only Pokemon in the game that just ignores Intrepid Sword+Sword Dance, while also being able to kill, PP stall, or burn it.)
You also don't typically run agility and sword dance on the same set. You could run Scarf+Nasty Plot on Calyrex-S, but you would first need to trick your choice scarf onto something before you do, then you're left with Astral Barrage+Drain Kiss or Astral Barrage+Psyshock.
When only 3 Ubers with ~680 BST were avaliable, you had far more freedom on just running mons specifically for Zacian without crippling your team against the rest of the meta. At that time, you could run stuff like Arcanine for it just fine without it being a deadweight mon, which is not true for Calyrex today. You also had the possibility of using Dynamax, which is banned now, and there were a lot of checks depending on Zacian's coverage, like Corviknight for those without Wild Charge, Aegislash for those without Crunch, the already mentioned Arcanine and Quagsire for any set, Ditto and Dugtrio for scaring out Zacian since they could revenge kill it, with Ditto being a immediate threat due to the free +2 and Dugtrio trapping it, etc.
Perhaps, but isn't that pretty much the definition of overcentralizing? You could check all variants with non-ubers for sure, but all of them could fall to one of its coverage options, or just die to Sword Dance. Also Ditto is pretty much exclusively used as an answer to Zacian-C (and now Calyrex-S, Kyurem-B, Zekrom, and Rayquaza)
Granted, Gen 1 Mewtwo never went AG and that thing is a lot more broken than anything that has come after. I will say that it would have been redundant to ban Zacian-C when you could only fit half your team with traditional Ubers.
Both are not even in terms of how to deal with it. With Zacian, you can pivot around most of the time: none of Zacian's moves have great neutral coverage since both of its STABs are resisted by Steel- and Fire-types, which are abundant in Ubers. Meanwhile, it's not uncommon to see teams where 5/6 Pokémon are either OHKOed or outsped and 2HKOed by Astral Barrage with the exception of their Yveltal or Tyranitar. You're also talking as if Quagsire was the only Zacian answer that exists, ignoring the super splashable Necrozma-DM and, again, Pokémon that can safely switch into it once you know its coverage, like Ho-Oh for non-Wild Charge, Zygarde for non-Play Rough, any Steel-type for non-Close Combat, Shedinja for non-Crunch, etc.
First, there are only 2 Fire types in Ubers, Ho-oh/Reshiram (which does not resist play rough), and 6 Steel types, Dialga(neutral to Play Rough)/Genesect(Extremely frail)/Necrozma-DM/Solgaleo(which is absolutely bad)/Zacian-C(which doesn't resist Steel and is Zacian itself)/Zamazenta-C(also bad like Solgaleo)
In terms of Uber Pokemon, you really only have 2 defensive answers that resist Zacian-C's STABs, where both can be overwhelmed by Sword Dance. For non-Ubers, you have Skarmory, Corviknight, and Melmetal, which currently aren't great either, and Moltres is just outclassed by Ho-oh. Yeah, Ferrothorn exists, but it's not taking a +3 Close Combat from something that has Kyurem-B's Atk stat, and you really need Ferrothorn for Kyogre if you don't have another check.
Second, Zacian-C OHKOs and 2HKOs and outspeeds nearly everything as well, just like Calyrex-S, and both can be screwed over by lacking certain coverage moves. Like Calyrex-S lacking Psyshock is walled by Blissey endlessly. With Special Defense investment, Ho-oh can just pivot around Calyrex-S while threatening it out with Sacred Fire. Kyogre can stomach some life orb astral barrages, and outspeed with Scarf, then kill with Origin Pulse.
SubNP Calyrex still has two switch-ins. Sub Zacian has considerably more and does loses its boosting move.
Just reiterating, Zacian does become scarier on this meta due to no Dynamax and more threats and partners to it, like Xerneas, making it harder to have dedicated answers to it, but it's not on the same level as Calyrex and it doesn't even really present the same problem as it.
A substitute isn't about letting either deal with their respective walls outside of absorbing status, it's about making sure neither get revenge killed, even by Ditto. Also you forget that Blissey takes 0 damage from Astral Barrage, and Sub sets forgo Psyshock.
Calyrex-S and Zacian-C are definitely in a same league (idk what you define as league), and the problem with them both is that they are potent wallbreakers that are hard to kill due to their natural speed.
Even with that said, I believe neither should get the ban hammer. They are still wallable and still revenge-killable without too much set up. This is in contrast to the previous AG Pokemon Mega Rayquaza. First being the fact that Mega Ray absolutely does not have to worry about something like Sand Rush Excadrill thanks to Delta Stream, and having max investment puts it over base 100 positive natures, in addition to having Extreme Speed for Dittos as well. There was no way to revenge kill it after 1 boost in ORAS and 2 boosts in Gen 7 (thanks to Marshadow).
Meanwhile, both Zacian-C and Calyrex-S have to deal with Weather, Scarfers, their respective defensive options, and they can't do that all in one set like Mega Rayquaza could.
