Yeah, Gaiman apparently got annoyed that they had contradicted the Sandman series as he was still writing it at the time, and Death's speech in the Element Girl story was meant to clarify it.
The one where she said that she represented the death of everything from bacteria to crystalline beings on a planet orbiting a dead star, for example.
Though some people still seem to claim that this was him throwing a hissy fit, but really how can you write an ongoing series while someone else is making up their own stuff about your characters in another book without telling you first.