And so they return, Wei Wuxian explaining Anurr as a lord of death who had first been opposed then circumstantially aligned with them in Sa-Hareth, who has stalked after them in various ways less overt and more so, and who is contactable still... and regained his power and has a strong pull over those death touched.

Thus a warning to Wen Ning that evolves into warning against all the remaining lords of death, from the Huntress to her Child to Matthias and Ratkingku or whatever his name was anyway, who wanted to remember that deathlord of claws? Not Wei Wuxian.