The black bridge was completely constructed with Thanatos's death power.
While Helcan could choose to fly across, he would be disrespecting Thanatos if he refused his invitation gesture. On the other hand, if he did use the black bridge to cross, he would be completely putting his life in Thanatos's hands.
Although he wouldn't plunge into the Sea of Darkness if the black bridge suddenly dispersed during his crossing, it would still give him a great scare.
After all, it had taken him great courage to come to the Shadowcage Territory to see Thanatos. Now that he was actually at the Sea of Darkness, he could feel his soul quivering when he gazed into its bottomless whirlpool of black mist.
Whatever was sealed down there was more frightening than he had imagined.
Nevertheless, after some hesitation, Helcan eventually crossed the black bridge. He didn't believe Thanatos would be bored enough to drop him or kill him.
Swoosh!