JohnHi:
I know this must be late for a reply but I think the woman at the beginning who died alongside yee jae is death herself, she stated in the beginning that yee jae killing himself was like mocking her, killing yourself (in the case of yeejae) is like killing the purpose of <natural> death which what the woman represented in the series. This also gives meaning why in early eps we can see the baby doll and maybe other stuffs that corresponds to the new life given to yee jae, which death was probably holding at the moment. So in my perspective, it is a colorful play and metaphor to represent the death of death. And also, I don't think they would put something meaningless in the series since the series itself was full of symbolism and metaphors.
You're not late at all! I agree that the presence of the woman begs a deeper interpretation. I love your perspective, by the way, very astute and profound. Who would expect that his death would have so many different layers of meaning? No wonder Death held a grudge, he openly mocked her. I had expected that Death's ire was tied to him inadvertently killing a passerby and cutting their life short, but that never came to fruition. I appreciate your taking the time to respond, it was a gorgeous series!