Gotta say this twist is actually pretty good. Still holds to the "Death is surprisingly chill" concept they were hinting at with this new girl failure devil but took a swerve with the reveal it was someone we had already been interacting with for a while.
The better question is if she genuinely wants to die/get eaten, why didn't she just tell Denji to do it before when they were together? She's been pushing Denji into prepping himself to fight "Death" and even went along with Yoru's whole prison escape plan to rescue Denji seemingly for the purposes of having him confront her but then she doesn't just say "Hey by the way, I'm Death and you should eat me before something bad happens".
There has to be something else at play here. She "removed all her organs" which she says was in an attempt to die but I wonder if there is some threshold for consumption that Denji needs to achieve before a Devil is considered well and truly "dead". Like maybe she removed her organs under the assumption that Denji will eat her but secretly the majority of her body is elsewhere so Death remains but people simply stop becoming scared of it (I forget which devil Chainsaw man only partially ate so that people remember it but just aren't scared of it anymore but the idea was already established in the story). And when people aren't scared of Death anymore they stop trying to prevent it which by proxy causes more death than usual which would be Death's ultimate goal (maybe?).
Then again this is the same guy who wrote Fire Punch so maybe the final swerve is that Death wants to live but not have people be afraid of her because she's just genuinely lonely and wants real friends. Everyone is losing their shit over the mere concept of Death existing (despite her being right next to them and chilling) and she seems oddly interested in participating in the school culture festival. I don't know, wild tinfoil speculation but maybe the ultimate goal is for Death to be able to live a normal life without people being terrified of her just because of her origin.