Very true; and adding to that I think Zuko also desperately wants to believe that his family loves him as much as he loves them, which. . . *sighs* It's definitely human nature to first assume, without thinking, that other people are fundamentally pretty similar to ourselves, and it . . . yeah, it doesn't always go well.

He wasn't suspicious enough, no, but then I just think about back the first time she tried to bring him home and Zuko's face when he thought his father wanted him back home. . . Oof. Zuko may or may not have been more suspicious if he didn't want so very much. And heck, sometimes (when their father isn't fucking with them and they aren't otherwise pitted against each other) Zuko and Azula actually do get along not too badly. (Not all the time, but . . . sometimes.)