You might want to check to see if the Lord Zantai realm is accidentally deactivating after you first visit, as opposed to when you first beat him. I’ve encountered him exactly once, and that was 450 hours ago, shortly after completing the story. I lost that fight, and haven’t seen him since.
Lord Zantai encounters are just really rare. You can increase the chances of encountering his special realm by doing longer normal runs at maximum level without going back to Nex - in other words, doing long contiguous realm runs. Also, the Lord Zantai card, which can be found in normal loot also increases special realm spawn rate.
I do plenty of consecutive runs… guess I’m just really unlucky, then? Ok, no bug then.