Thanatos starts once more to answer her questions, marking them like he would one of his reports because he doesn't have too many other frames of reference. After a bit, his thoughts drift to a conversation he had with Ryo, and how his insides seem to twist inside him suggest he's on the right path for his thinking. Something that he hasn't come to terms with because the other party involved has already figured it out, leaving him feeling alone. Lost. Left behind.

"... Won't it just hurt more when he's gone again? Or when he dies again... and again?"

This doesn't even factor in Thanatos's feelings about Zagreus (and Mother Nyx) freeing Sisyphus. He's still trying to deny that happening.