It may just be a cultural reason, in many cultures and religions Death/the Grim Reaper is portrayed as male. You may find the following article useful. https://en.wikipedia.org/wiki/Death_(personification)

In normal speech death is "it", not "he". English doesn't have grammatical gender for nouns so we choose the appropriate pronoun on the basis of biological sex, and since death is an abstract concept it is neither male nor female. However, in his novels, Terry Pratchett personifies death, representing it with a human-like character based on the mediaeval figure of the Grim Reaper, which was male (I suppose because reaping was generally a male activity).

The writer took an artistic freedom. Technically death should be an "it", but in English people like to attribute genders to objects, for instance a ship is a "she".

I think it is just a matter of pronouns. The author is trying to personify "death", make it seem like it is a living person who can "set off" or walk, to give the text more emotion. "Death" can be a "he" or a "she". But it might also be connected to the book. If "death" is a "he" then the author might be trying to connect "death" to a male character.