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OH YES I WILL NEVER SHUT UP ABOUT THIS.

When he tells Death he feels empty and purposeless and 'like nothing', she tells him that he's pathetic and worse than Desire (aka sibling who had him tortured for 105 years)

When Dream wants people who aren't supposed to be in his realm to go where they're supposed to be, and tells them so, he's basically handed a death threat.

Even when the Dreaming, the realm that is as much a part of him as he is of it, is cracking, who does Mervyn go to report it to? Lucienne.

The whole show is filled with people and not-exactly-people absolutely refusing to respect Dream's autonomy. Even less than they used to before he was (obviously non consensually) imprisoned for over a century.

That's why he talks to Rose before he has to kill her. That's why he talks to Gregory to get his permission. That's why he remakes Gault as a dream. That's why he listens to the Corinthian before he has to unmake him. That's why he obeys his son's wishes, until it leads to his own downfall.

He's been denied free will, autonomy, basic respect for so long.

I think he thinks his death is the only choice he's ever made for himself.

"No more ravens." "If not for you, then for me. A raven can go back and forth between realms. Keep me informed—" The Sandman (2022-) 1.02 "Imperfect Hosts