He's probably so disconnected from his culture and identity as Icathian that he probably had let it go. Plus current day Shurimans are very different from the prior proud imperial Shurimans that tried to claim every bit of land they. The current Shurimans are nomads who try to hold on to the old way but are fiercely independent as we can tell by Azirs' mixed results of trying to reunite his Empire. The great distances of the desert has led to communities that used to be unified becoming disparate and having different value systems. People in Nashramae and the people in Taliyahs' Tribe wouldn't see eye to eye for example.
My personal headcanon for Jax is that he's now a pretty loose but apathetic dude. He doesn't care about his past culture (referenced by the shortening of his name to Jax, his titles are now meaningless and he has disassociated with them) and he just sees himself as a citizen of the world. He wants to fight the Void but he doesn't know how. AS good as he is, he's still just one man. The world has moved on and is too preoccupied with their own issues to come together like they have in the past. Anyone time someone sees him for what he is they either run or try to kill him (unsuccessfully) at the very least they would always distrust or fear him so he can't make anyone help him. He just drifts from place to place. That is until he meets Kai'Sa the young idealist who shares common history and passion with him, but is still young and naive enough to believe. And that gives Jax hope.
It's pretty cliche the older more experienced but world-weary paired with the younger more fiery individual that makes them believe. Like Morgan Freeman and Brad Pitt in se7en lol.
