Death had different meanings for Daemons, as to them, there were two kinds of death.
One which Blue Rose went through, where her soul was fractured and spread throughout Durum. And then there was a death which Lakyus experienced, where the only thing he can retain after his death was memories.
And it's the later death that the God of Sun didn't like at all. Because those that dare to come back from it go against the will of the world.
"He doesn't dare to act out in the open as long as the threat of Red Sun remains. But it doesn't mean he won't be looking for us." Lakyus was a shadow of who he was in the past. A being way past his prime and unable to ever step back into the realms of Daemons.
But that's what makes it all scary.
There was more than one way in this world to obtain power. If the old way he followed was broken, he could have found a new way, just like the totem of Thousand Faced Tree did. But we all know what ended up happening.