(tl;dr) Huh, the "moral" I got from it, if there is one, is that meaning comes from living your life, what you do with your existence, not the ending. I get the "death is a release that we all have to face" thing. Oh, do you mean that the fact that there is an ending gives it meaning? That your time is limited makes it valuable? I haven't read anything past "Dream County" though.

I think Dream's view of humanity changes at this point, too. We see that before his capture he was pretty apathetic towards humans, and after this it seems like he realizes that human life has meaning. The story where Death sends a part of herself to Earth to be human for a while seems to give the same message. But that's just what I got. Okay, so now I'm not disagreeing with you at all and I get what you're saying! Woo!

Also, Lady Mondegreen, I totally understand the sentiment. Without context, or even all the pages, the story's message is confusing. All I can say is, read the books! They're so good!