the one that died was a previous leshah which made nain realize (or solidify his belief) that being a leshah and the afterlife are not what they seem are lies. Rue has become a leshah against Nain's wishes as they believe that serving a Shah in the afterlife is the greatest gift. I'm assuming that Nain wants Gwen to ensure that Rue doesn't do anything stupid or dangerous in hopes of getting recognition from him or something.

Didn't rue die? Whys he asking to look over Rue?