If the footage shown in episode 1 is anything to go by, Zeus actually comes back to protect humanity and kill Archduke Gorgon in the process.
Talking about this:
This scene never reappeared in the rest of the anime which means it probably happens after the final episode.
If a sequel is made, the staff might either get on with the whole Zeus coming back to save humanity plot or ignore it completely and do a reboot ala Shin MAzinger Zero. That would be pretty cool as well.