If there's one thing Death is an expert on, it's frightened and confused people. She's lived enough temporary mortal lives that it's... not exactly easy to shake it off, she'd never want that, but she can process it.

Process it well enough that she can come to the gym and seek out the ones who look a little more troubled. SOmetimes the best option is just to silently offer a cup of cocoa. She's a good listener, she can offer that too. Or just a silent sitting companion for a while.