Maybe Thanatos should be grateful that Idia doesn't know about Sisyphus. It means there's a chance the Thanatos of Idia's world has never been trapped. Good for him and his world.

"The gods above didn't know Lord Hades had a son either, and you do share some similarities," Thanatos says plainly. "However, you're more likely to be the child of an Olympian than Lord Hades. As far as gods go."