We study two-magnon Bethe states in the spin-1/2 XXZ chain. The string hypothesis assumes that complex rapidities of the bound states take special forms. It is known, however, that there exist "non-string states," which substantially disagrees with the string hypothesis. In order to clarify their nature, we study the large-N behavior of solutions of the Bethe-Ansatz equations to obtain explicit forms of typical Bethe states, where N is the length of the chain, and apply the scaling analysis (the multifractal analysis) to the Bethe states. It turns out that the non-string states contain "quasi-bound" states, which in some sense continuously interpolate between extended states and localized states. The "quasi-bound" states can be distinguished from known three types of states, i.e., extended, localized, and critical states. Our results indicate that there might be a need to reconsider the standard classification scheme of wavefunctions.