Because Death wanted Deadpool to die so he could become her boytoy. Thanos cursed deadpool to keep them apart.>>97063112
Killing himself would mean he'd become the slave of Death, which he wouldn't tolerate. When he had the Infinity Gauntlet, it was suggested to him several times that he could force her to fall in love with him like a simpering puppy, but he refused to do it because he wanted him and Death to be equals while she has always wanted him to be the submissive. The reason she prefers Wade is because he has no problem taking it in the as, metaphorically and literally. >>97066543
Thanos isn't a coward, Thanos just doesn't want to be anyone's slave.>>97066776
After Death tried her damnedest to kill him, stealing all his powers then siccing a psychopath phoenix god on him, saying it was for his own good, he finally realized that she could never give him the love he was looking for because she'd never see him as anything more than a pawn, so he's now moved on.