Axl can't die in X9, Mike; he has to survive to appear in Command Mission during 22XX, after Copy Chip technology has all but vanished and Axl's own copy abilities have been noticeably improved.
That event shifted Zero's character to what we see of him later in the series. X4 was quite crucial for that characterization.
I hate to say this, since yeah Iris died in that game, but dragging his girlfriend into it (or hell, even establishing that Zero has any social life to begin with) was pretty much necessary for him to believably do anything other than just be an unresponsive hardass for the entire game.
Zero in X1-3 shoots first and talks later. He looks badass while doing it due to dramatic timing, but if you're going to play the whole game as him, then yeah, it'll take more than that. X4 delivered on him, at least. For X they kinda always had his character set up but never really depicted it in-game before, so they got to do something that looked fresh on the surface but was old news to people who were paying attention during the solemn ending texts of the SNES.
It's kinda funny how people think that Zero "stole the spotlight" in the PS1 games, when truly in the SNES games X didn't do a damn thing in terms of characterization. MHX definitely helped him out quite a bit in that department, but it's the especially young/naive/inexperience X1 X, not the leader of the Hunters that we respect in the later games. That particular element of X's character is a bit of a void, with nothing beyond the basic premise of "hates fighting unless it's Sigma" and no further fleshing out, all the way up until X6.
It wasn't just X that got the short end of the stick, though, the supporting cast took some hits as well. Much as I love Iris, in X4 she is an entirely passive character who exists for no reason other than invoking emotion from Zero (in Xtreme2 she actually, you know, did something), it's just that we're following up the Super NES so expectations in story-telling weren't that high yet, but there was a lot of missed potential there. And I really can't tell you how much I disliked Alia in X5 (I mean besides the constant gameplay interruptions). Her dialogue came off as heartless, stuck-up, and married to her work. X6 gave her both a backstory and a personality, which in turn made her more believable as a "big sister" type character in X7 and X8.