Than is going to kind of warry around Wei Wuxian because those are interactions with death he hasn't readily come across, and he doesn't know what to make of it. Not in a real distrusting or hostile kind of way but more of a side-eye kind of way. (If that makes sense.)

But! He's also aware of how weird the train is with death, so he'll give him a lot of benefit of the doubt. He may even be curious should Wei Wuxian bring it up.