He only does it bc he feels it's his purpose, without it, he feels pointless. He's tried quitting, but his instincts always push him to continue. The only way to get his instincts to stop is to pass it on to offspring, but he A: doesn't wanna "rush" his relationship with Nata.
and more importantly, B: doesn't wanna put that burden on a kid. Death hates his job. It's a painful way to live, but he can't live any way else