I haven't played any of these games, but I have watched a lot of Hades content on Let's Play channels. I love the storylines and characters, and I wish I had the patience to play it myself (but even with the knowledge that each run is unique as you keep gaining boons each run ... i know I'd get so mad having to die and repeat xD).

If I remember, you played FF15? Death plays quite the part in that story as well (spoilers, but even King Regis' death plays a HUGE role in the story and that's right out of the gate).