Audiences were introduced to a host of great villains in the four seasons of Avatar: The Legend of Korra. In her tenure as Avatar, Korra faced a myriad of villains, including one antagonist who, along with his fellow teammate, became one of the highlights of the show.
Zaheer and his Red Lotus were some of the most formidable foes that were faced by Team Avatar, considering that each member of the group was considered to be a threat to themselves. Together, not only was the team able to infiltrate Zaofu, but also came dangerously close to killing Avatar Korra. A theory about the team, Zaheer in particular, tries to deduce what sent the Red Lotus to prison in the first place, and fleshes out why Zaheer is the way he is.
Zaheer might have been a student of Avatar Aang
Zaheer knew an awful lot about Air Nomad culture even before he got his Air Bending. It is completely possible that Zaheer was one of the Air Acolytes who chose to practice Air Nomad culture in a bid to preserve it, which could have led him to learn directly under Aang.
Aang, being the last Airbender until his son Tenzin came along, was probably the only one qualified enough to teach the Air Acolytes about Air Nation customs. It is definitely possible, that each Air Acolyte at least knew Aang in passing, and Zaheer could have learned a lot about the Avatar from Aang itself.
Given how involved Zuko was in the imprisonment of the members of Red Lotus, it would not be out of the realm of possibility that Aang was personally involved in their imprisonment as well.
It is possible that Zaheer developed a lot of his ideology while he was studying under Aang, and thought that the Avatar was a scourge on the world, along with the political violence that was carried out by the fire nation to manipulate the Avatar Cycle.
Zaheer was the Fire Nation’s worst nightmare come to life
Zaheer wholeheartedly embraced the Air Nomad culture but was not opposed to using violence as the culture often preached. Zaheer, had he succeeded in slaying the Avatar, could have taken over the new Air Nomads, and could have become the kind of threat that the Fire Nation talked about in their propaganda.
Zaheer would have organized the new Air Nation around the principles of the old Nomads but would have taken it upon himself to keep a standing army ready or be more militant in his teachings. Zaheer was a character who was open to sharing power, and while he would keep faith with the Air Nomad culture, there is no doubt that his wisdom would guide him to militarize the nation and encourage the revival of older abilities like flight, which would have made the new Air Nation a formidable military force in the world of Avatar.