He's one of Hades' creations, well, more like a cursed creation. The curse involves Thanatos to become viciously dangerous during the night, devouring souls without a care. Hades was meant to curse the psycho pomp to capture negative souls and keep them held in the underworld for the rest of eternity. Sort of like jail for the wrong doing. He placed this curse in order for the psycho pomp to take HUMAN souls after him watching the devastation of the planet, thus why it is now the irreversibly dangerous curse.

Poor Thanatos. All he wants to do is help souls move on.

(c) motherabby