Thanatos (and Mort) will follow Alice and Caissa to the river. "This is just as much for the living as it is for the dead." It sounds like something Lady Death would say, and it makes sense. Even when it's beyond his usual realm of duties. Tangential but not what he usually oversees. Maybe she's finally rubbing off on him, a little.

He lets his eyes close as he stands near her among all the candles and flickering flames. He can sense some wayward spirits from this world gathering. Thanatos wouldn't be able to sense Alice's family here; they're not from this planet. Hopefully, the psychopomp of her world does it properly and sees to it that they arrive where they need to be.

"I wonder if that is why this world holds such a large event. So that no one is alone in their grief." There is the goddess Neran's influence, but there could be other reasons as well.