Yes and no. If you're talking about Normal dungeons, then you're right. If you're talking about Descended quests (especially the Japanese gods) then NO, you are very, very wrong.
Some monsters are so good, that you'll be able to use them in a majority of dungeons. Zeus definitely counts. There are a number of instances where you don't want to use him though.
1. Primarily dark dungeons - especially ones that deal heavy damage. The new Kabutops dungeon is an example of this.
2. Dungeons that are anti-gravity barrier heavy, warp heavy, or have tons of mines. The fact that he is pierce (or however they translated 貫通
helps, but AGB dungeons will make Zeus largely useless.
3. Bosses that are "God Killers" as they WILL completely destroy you (Kii and Jurazauros count.)
In JP, you can never have enough monsters - they're constantly coming out with new dungeons that "require" certain skills (skills conveniently found on the newest batch of gold egg machine units.) You can make do with units like Izanami, Izanagi, Yamatotakeru, and Kushinada, but you will need strong support units sporting abilities specific to each run.