The servant had been with the merchant a long time, and he had no reason to think the man would lie. So, concerned about his servant, he agreed and gave the man a horse to use and hurried him on his way.
But he was also curious. Why would Death simply threaten the man, and not claim him then and there? He was more curious than afraid, and so he headed for the market.
There he saw Death, standing to one side of the market, watching the crowd. Very few people noticed her and those that did hurried away quickly, careful not to attract her attention. She was a very beautiful woman, pale and slim, but also different from the other women in the market. He knew this must be Death.
Swallowing his fear, he strode right up to her and demanded to know why she had threatened his servant. "You gave the man a terrible fright! He thought you were going to take him then and there! I understand you have a duty to do, but is it necessary to frighten poor souls like that?"
"Peace, neighbor," Death replied. "I did not make a threatening gesture at your servant. It was merely a gesture of suprise. I was startled to see him here today, because I have an appointment with him at his brother's tonight, and that is in the next town!"
(In the Middle East, where I got this story, Death is often personified as a woman. Most cultures picture Death as a man, but to the Arabs, she is a woman.)