Thanatos nods his head, but he has no intention of going to check on them beyond asking if they need anything. Crossing paths with his friends after the mission haven't gone well. He only caused them more distress. If he were to help them, then he needed to be elsewhere and support them less directly. It's fine. The only favor Death can give is to stay away, after all.

"I will return to the gym once I have finished cleaning and drying these." By then, there should be more dishes to take since Tidus is going to handle bringing more drinks.