When discussing Zuko’s character development, it’s of crucial importance to understand his mindset. Up to his defection in Book 3, this mindset usually took the form of “I will do anything and everything to regain my father’s love,” which manifested itself as Zuko trying to capture the Avatar to regain his honor.
Of course, there are a few moments where Zuko foregoes his quest, instead choosing to either listen to his uncle’s advice, or to help him. Examples of this include: “Winter Solstice: Part 1″; when Zuko sees Appa flying overhead, but chooses to too find iroh instead; “The Storm,” when Zuko lets Aang escape because of the storm; “Siege of the North,” when Zuko is too exhausted to actually go look for Aang; “The Chase,” when Zuko is too overwhelmed by iroh getting hurt by Azula”; and finally “Lake Laogai,” after iroh confronts him about his obsession with hunting Aang and wanting to regain his honor.
These examples, in addition to molding Zuko into a multi-faceted character with many thoughts, and ideas up in that brain of his, seems to point to the conclusion that, when it comes to his uncle, Zuko will choose him over most things if he thinks his life is in danger.
In fact, in the “Lost Scrolls” comic “Going Home Again,” Azula uses this knowledge to convince Zuko to come home with her:
Azula: Poor, poor Uncle…I wonder if he’ll survive the trip home. Well, we must be going. I suggest you bid farewell to your girlfriend, little brother.
Zuko: No. I…I’m coming with you. I’m going back to the Fire Nation.
However, Zuko will also choose his honor quest and his father’s love over all else if he thinks he’s either in danger of losing it forever, or if he feels like he’s really close to getting it and achieving his goals. Examples of this include “Winter Solstice Part 2,” when Zuko defies his father’s orders and risks capture by heading into Fire Nation waters to capture Aang; “The Blue Spirit,” when Zuko infiltrates a Fire nation fortress to capture Aang; “Siege of the North: Parts 1 & 2,” when Zuko kidnaps Aang and tries to wait through a blizzard; “Lake Laogai,” when Zuko decides to infiltrate Dai Li headquarters to find Appa so he can get to Aang; and finally “The crossroads of Destiny,” when Zuko chooses restoring his honor/father’s love over Iroh.
There is however, another way of looking at Zuko’s actions, and that’s through the lens of long term, and short term effects, and what effect this will have on Zuko’s perception of how much happiness he’ll gain through his actions (or whether or not he’ll gain his father’s love).
Thus, while he will put his quest aside to help his uncle, or to actually take his advice, he will quickly choose an alternate option if he thinks doing so will get him immediate happiness, or an automatic escape from whatever situation he’s in. Thus, we get examples like Zuko putting on the guise of the Blue Spirit again in “Avatar Day” to steal food; Zuko stealing food with Jet in “The Serpent’s Pass”; Zuko trying to find Appa in “Lake Laogai”; and Zuko choosing to side with Azula in “The Crossroads of Destiny.”
So, while Zuko is persistent in his goals, and while he will go after his goals for long periods of times, his focus is always on clear cut, short term goals. This is is why Zuko does not “think things through.” He is focused on getting from A point A to B without considering all the stumbling blocks that may crop up between those two steps. And, while he will occasionally forego his long term goals, he will automatically pick up where he left off if rewards and happiness appear to be imminent.