Zeus raised his eyes to the woman who'd approached him, the wave of her power coming towards him before she even stopped moving. Beautiful, no doubt, but stern. Very much not his type, especially once he realised who it was. "My fair lady Death," he greeted her, familiar with this one of the Christians at least. He had no fear of her despite the power - he knew (or assumed) that she worked much the way the death gods of his own pantheon worked: impartial, neither judge nor jury, performing a task and nothing more.
He stubbed out his smoke on the brick wall behind him and then looked back through the door to the people sitting and eating, other still lining up for food. "Ah," he said. "Should have known you wouldn't be making a social call."
There seemed to be plenty inside who could have been the one about to die, but it was not Zeus' place to step in there. Besides, if she was here then it wasn't as though they belonged to his people. It would have been Thanatos showing up then or - if the human was less lucky - the Keres.