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Qilby is a fascinating character because his hierarchy of needs/priorities is completely fucked compared to the average character.

Let me explain: generally speaking, no matter the media, you can trust a character to "not want to die." Whether it's out of instinct, reflex, or because they need to be alive to accomplish a certain goal, most blorbos can be be steeled one way or another by the threat of death. Even characters who fit the archetype of "battle-hungry warrior who purposely seeks out dangerous situations" usually do it with the goal of "overcoming this situation;" they don't want, or expect, to die.

Qilby is different because... he genuinely doesn't care. He doesn't care if going to a fucked up alternate dimension might lead to his death, the same way he doesn't care about getting an epic death in a worthy battle. Qilby is, dare I say- completely neutral about death. He doesn't care!! It doesn't affect him!! He's immortal in the truest sense of the word, and thus dying, or being in situations that might kill him, is a mild inconvenience at most.

That means that Qilby has 0 inhibition when it comes to situations that might kill him, and that allows him to try out shit most characters would write off as impossible or counterproductive. This can be a very bad thing (leading to the genocide of his own people was, as some might say, a serious social faux-pas) but this can also be a very good thing (homie has ZERO hesitation to challenge an eldritch god to a fistfight, because what's the worse that can happen? He dies? Again? Would only be the 4572th time!)

Qilby's greatest need is to Not Get Bored, and his greatest fear is to Be Alone. Death does not figure in either of these things, and that makes him a really cool character to witness.