Did they do a right thing par rescuing thantos ? wouldn't it had been been cool that no one will die?

Yes, because a) Gaea was controlling who could come back from the dead, so her army was endless but she could keep Heroes from coming back, and b) people would still be being born, and the earth only has so much room for people... it would only be a matter of time before resources ran out, and people'd be living in squished quarters.

I get what your saying but people have to die it's a part of life. I guess the reward of freeing thantos was Hazel not going back to the underworld

Yeah I think it was essential that they rescued Thantos when they did, because the world would quickly become so vastly overpopulated that living would actually be painful. We'd have to stop giving birth, and because no-one could die then all the animaux and plants (do they go to the Underworld too?) would also keep reproducing, and everyone would be horribly squashed.