After re-reading the last chapter 5 times, I kinda think that
Since Thanatos gave his soul to Asahi, he was reborn not as a Shinigami but as a Guardian Angel (because he sacrificed himself). By the looks of it, Asahi semi remembered Thanatos but the latter started a new life remembering some but very limited who Asahi was in his life when he was a Shinigami but still unconsciously went back to Asahi
After re-reading the last chapter 5 times, I kinda think that
Since Thanatos gave his soul to Asahi, he was reborn not as a Shinigami but as a Guardian Angel (because he sacrificed himself). By the looks of it, Asahi semi remembered Thanatos but the latter started a new life remembering some but very limited who Asahi was in his life when he was a Shinigami but still unconsciously went back to Asahi