Death rides, not for the sake of redemption or revenge, but to save his brother War from the judgement of the Charred Council. His only thought, throughout all the turmoil he faces, is to help his brother any way he can.
Death's Heroic Sacrifice to bring humanity back, thereby undoing War's crime and erasing his sin.
Even better, in the first game, The Destroyer tells War, "Heaven hunts you... Hell hates you. All of creation cares not whether you live or die." Except, at around the same time, Death sacrifices himself with the words, "My brother, War... I would protect him above all."