Well, if she's got friends around that's good- but he has no real reason to think that she's with anyone. And, even if Thanatos finds it kind of annoying, he does worrying about the living as much as the dead. "The alley, you mean?" he asks, still staying a few paces away so she doesn't think he's threatening her or anything, "Yeah, I guess it would be kind of weird. Were you guys exploring or something?"