Thanatos lets Persephone flop on him. He can support her as he curls a bit more in on himself. Loving is trusting them not to leave and to make an effort to stay... That's how it's supposed to be, isn't it?

But not for Death Incarnate. Thanatos can't trust anyone not to leave him. Not Zagreus. Not Persephone or Ryo. Not even Mort. No one. From his perspective (whether true or not), everyone he knew and trusted has left him at some point or another. Maybe even this Life has left him too, creating the absence he feels now. So, he can't reply to that.

"It already hurts when he dies.... Even when he's from my future, it hurts the same," Thanatos finally mutters. He brings a hand to his chest, near his heart. "Can't imagine how much more it'd hurt if I admitted I cared for him. In that way."