Thanatos can't actually control whatever it is inside him, using him like a puppet, but he can fight it trying to control him. It helps that, as a dark-type, he is strong against ghost-types! That's a joke, but is it?

He does seem to stop struggling somewhat when Orpheus begins to sing. That's right, he's the musician in the House of Hades for a reason. "That's.... I think it's helping. But you need to go. Get out of that door." The thing began to hesitate when it got too close, after all. So of course Thanatos wants to utilize that.

He will be there shortly, but he refuses to be controlled by this thing. He especially refuses to be controlled into possibly killing someone! Thanatos waves Orpheus on, trying to hurry him along.