There have been many people who want to kill the god of death for good. The god of justice is a good example of one of the many people who wanted to eliminate the god of death completely.
Unfortunately, not many people can find the underworld, and even fewer people can enter it. And of those who have entered the underworld, not one has been able to ever get out of it.
In summary, the underground is a dangerous place that very few can find and enter. But the god of life was able to find it and disregard the danger to enter it.
If it were anyone else who had entered the underworld to destroy his phylactery, the god of death wouldn't care because he has become a high god now and can resurrect even without his phylactery.
But he had to care that the god of life is going to the underworld because even if she can't destroy his phylactery, she will be able to do untold damage to his servants in the underworld, which will weaken his other divine abilities.
