"If everyone is returned to the train at once, then there's nothing to be done for it. However, if the process ends up being gradual, I want to be among the last to give my world more time before I'm forced to go."

And he will fight anyone who tries to bring him early. Thanatos has a duty to his world, and could anyone really blame him for wanting to bring the mortals an end to their suffering? Or help establish some kind of plan with his mother that might loop in the Ministry?