Death's fascination with the colors of the sky functions as imagery. It helps cast the mood of the story, and creates much of the atmosphere. By focusing on the sky-colors at the times of human deaths, Death suggests that there is a connection between a person's death and the natural world. The idea that each person dies with their own color of sky presents a vision of a universe which cares about humans, and isn't indifferent to them. For Death, the colors are also edible, and he sucks on them for distraction while he's on the job.