I'll have to disagree here
this is just your bias on who's ambition you prefer the most.
law has a clear cut goal ahead of himself so does zoro, the way they progress towards that goal is drastically different, one relies on his pride as a swordsman and comradery and progresses through his endeavors to become the best out there.
Another is just inquisitive about his destiny and his will, this sole reason made law trust luffy hence why he has been pushing to fulfill his ambitions of finding out what his destiny and initial really means.
Both are fascinating, but zoro gets highlighted a lot for his ambitions thats also because he is a main side protagonist on the crew.
But that doesn't make law a shallow character either, but that also proves that zoro doesn't need a background story to make him a profound character, he is forging his own legacy as an unrivaled swordsman.
I agree that background does give that depth and an incentive to the character.. but thats who law is a bird uncertain of its density.
Both are goats