While I agree that his relationships with each member of the Gaang individually is not very strong, his addition to the Gaang was extremely important to the plot because it showed how he has changed since S1, and fuels his redemption arc.
However, because the Sokka-Katara, Katara-Toph, Aang-Toph, Katara-Aang, Sokka-Aang, and Sokka-Toph relationships are very strong and well-defined, comparitively Zuko's relationships with Gaang aren't as well defined and could use further development and definition. But if you compare it to the relationships in LOK, his relationships are still pretty strong, and overall, the Gaang has a strong connection with one another (in my opinion).