The Sandman, by Neil Gaiman and many illustrators, is a two-thousand-page frame tale. Critics have focused on the enclosed tales and argue or assume that Gaiman's concern is the nature of narrative. If we look at the frame, the actions of Morpheus/Dream, we find instead a mythic romance that heavily emphasizes death and the need for us to accept death, not recoil in horror or frantically resist it. This complementary reading, based on several theories of the romance form, helps explain the heavy reliance on imprisonment and death in the tales and also makes sense of using an attractive young woman to represent death.
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Kathryn Hume; Neil Gaiman's Sandman as Mythic Romance. Genre 1 December 2013; 46 (3): 345–365. doi: https://doi.org/10.1215/00166928-2345542
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