Full explanation
Sticky Mystery symbols have a two-sided effect on variance, which is what makes the feature interesting.
In the short term they reduce variance. Once a winning symbol locks and triggers a respin, you have a guaranteed presence on the grid for the next spin. That extends winning sequences and turns what would have been a single hit into a small run. It makes the moment-to-moment ride feel steadier than a slot with no hold mechanic.
Over the whole game, though, they push variance back up, because the same mechanic is the route to the heavy payouts. A long sticky chain that stacks high coins, diamonds and a Pot of Gold is exactly the rare, high-magnitude event that defines a volatile outcome. So the feature both softens the small stuff and creates the occasional huge swing.
Net result: the two effects roughly balance into the medium volatility rating Le Zeus carries. You feel more steadiness spin to spin than the 20,000x cap suggests, while the real swings are concentrated in the feature. That is a deliberate design choice, and a fairly player-friendly one.
Why the design feels fair
The sticky mechanic is a nice example of variance being shaped rather than just dialled up or down. By locking wins in place, the game hands you more frequent small runs, which feels generous. By routing the heavy payouts through the same locked stacks, it keeps the rare big swings intact.
The result is a game that plays smoother than its 20,000x cap suggests, without secretly being low-variance. For a lot of players that balance is the sweet spot: enough action to stay engaging, enough upside to stay interesting. It is one of the better-judged parts of the Le Zeus design.
The thing to hold onto is that sticky symbols are what make the game lumpy: long flat stretches punctuated by sudden builds. That is the variance you signed up for at a medium rating. If you expect the lumps and size your session for them, the quiet respins read as setup rather than as the game letting you down.