See I just think it was a total mess.
First and foremost, the pinnacle "X-Man turns into Death" story was told with Archangel. They should have left that there instead of rolling out a new Death every few years. There's nothing left to tell down that road.
The residual Death persona is even more of a mess, since some writers seem fine with addressing it while others obviously have no interest in it. Gambit's character (in his prime) had an inner darkness that didn't need to be made so literal. It's part of what made his character great. He had heroic bits... but he could also be very cold, calculating and amoral.
We'll see how the new series takes him. I do hope they give him more motivation to than "he's a thief... so he steals stuff. Because."