"Oh..." And Thanatos does sound guilty about that. He didn't tell anyone back home either, but it was made obvious when they kissed in the Great Hall.... He didn't plan that either, just got caught up in the moment that Zagreus was there and was his. They were of the same world despite the time difference.

"Well... it's just Zagreus. I know gods often have many lovers... and if Zag likes someone else too, I'm okay with that, but for me, it's just him. Only him. Nngh... what am I even saying?"

He's trying to make his apparent oversight right?