"That depends on this world, and I am unfamiliar with their gods and who takes them to the Afterlife."

Thanatos remains rather passive. He doesn't feel the Fates' pull toward any of them. He's not to guide them anywhere. They aren't his. If they were a danger, he would cut them down like he does the shades and wretches in the Underworld with Zagreus. However, these are peaceful, and he won't spark a potential conflict between gods by claiming them. Where would Thanatos even take them?

"Souls and butterflies are linked in my world. The ones I create from my power aren't connected to anyone. Although, that one--" He motions to the one focusing on Ryo. "--has gained a passenger."