Given Wily has stopped appearing and is implied to still be alive (likely by an immortal robotic body, much like Weil) in the X-Series. Assuming he wasn't killed by Omega during the Elf Wars, he probably simply stopped trying to make Zero evil. By this point (as in, Zero 4) Zero's become a greater hero than Mega Man X ever was. Wily built Zero with the intention of surpassing anything Light built, and in the long run he succeeeded. He's probably extremely proud of Zero.