On a semi-related note, I think part of the reason Final Fantasy IX hooked me as a kid was its different definitions of what it means to be family. Zidane finds the “home” he was always looking for, and his “true” family… but it’s horrible, and even long before that, he’d come to realize he’d already found his home and his family with Tantalus.
I think it’s kind of important to remember that as much as he loves Dagger - and by god does he love Dagger - he went home to Baku and Tantalus first. He went home first. He showed his family he was alive first. I feel like that speaks volumes about how much Zidane loves his adoptive family.