I think that the question features a challenging comparison. I am not sure that one could consider "Zeus" to be a prototypical hero. Zeus is considered to be the supreme deity in the Greek divine scheme. He is not the typical hero, such as an Odysseus or Hector. He does not seek any particular purpose which would compel him on a quest. He has achieved the supreme dominion in terms of being the King of the Olympians. Arthur is more of the Classical hero in terms of setting out on a quest, with results unknown. Zeus is not this. I guess in this light there would be some challenges in seeking to compare the two as representative of the traditional and typical hero.
The second issue with the question is the notion of "exemplify the values of our society." To me, this seems vague. The embodiment of "social values" is always subject to interpretation. For example, the drive to be successful and to wind up as a "winner" or someone with a level of power and control over their own condition of being is where Zeus resides. There is no one else in the Greek pantheon of the gods who possesses more power than Zeus, no one who could be considered to be a greater winner than Zeus would be. Yet, if one were seeking to broaden it out in terms of what values society strives to exemplify, the elements of honor, justice, and sense of loyalty that King Arthur demonstrates would never be repudiated by any social setting. It is here where I think that the question requires more specificity, for in the end, the reality becomes how one views both the notion of exemplifying social values and whether or not Zeus should even be included in the calculations.