This build heavily revolves around shielding. If it wasn't obvious from the early W max and Fimbulwinter having a slot as a core item.

Diana much better fits the tanky engage character type rather than a AP assassin type.
Jumping in with reckless abandon and having a steady slow due to Iceborne working it's magic and the Zeke's passive doing it's magic. Grouping and being a solid frontline engage is what a lot of teams NEED. Having a damage carry in every position is keeping many people from winning games. You'll find that YOU are the reason you're winning games just because you're taking the heat from the enemy team and just EATING it. While also dishing out an impressive amount of damage yourself.
Admittedly you will never be as tanky as a Sejuani or Ornn but you will have the mobility they never will. Use that simple fact to your advantage. Just being able to MOVE like an assassin by abusing Diana's Q and free E dash charge on a moonlit minion, enemy, jungle camp, or whatever it is.

You may never actually SEE anyone play Diana anymore, and it's because they can't get creative. They go AP and get slapped. Diana can't tank damage well like that. But this? this is too good. You're in for a surprise.
a good one.

The core items of the build actually syngerize with each-other very well. Iceborne procs Fimbulwinter and Zeke's does as well. Both giving you personal shielding when activated and preventing incoming damage. Which in this season, damage is HUGE right now.

I can see the argument that Zeke's doesn't belong in the build due to it's niche application. However, i'd like to make the statement that it's slowing lets you keep enemies CC'd longer. Allowing for not only the shield from Fimbulwinter to proc but your allies to be safer as they do damage. While the slow is temporary, those few seconds can change the entire fight.

Really just because the build is fun overall.
Being able to get up in peoples faces and just stomp is one of the most enjoyable things to do in League. While the added bonus that this build has been consistent so far (for me). It also seems to do a SURPRISING amount of damage as well.
AP Diana allows for disgusting one shots but you're insanely squishy, this allows for long fights and lets Diana use all the power of her kit while not getting one shot herself in the process.
It feels much more aligned with how her kit plays out rather than an AP assassin, which other champions fill the role of better anyway.