Duo loves to smile- laughter is his life. He uses his happy and jocund face to hide a deeper, more painful truth. A life of sorrow, loneliness and loss lies behind his beautiful cobalt eyes always shining with laughter. Memories of lost loved ones- Solo, Father Maxwell, and Sister Helen- constantly plague his memory. He laughs and feigns clumsiness on purpose to avoid any confrontation with his true emotions. Added to that, Duo loves his current friends (the other Gundam pilots) so much that he would not want to bring them down with his sad story- or gain their pity. Most of all, Duo does not want to be pitied. He would rather take on all of the pain for himself, and leave the others with the happiness that they deserve in their life.
Thus his taking on of the persona of death. Duo feels that Death follows him, and whoever he loves might be taken by Death because of their connection to him. He chooses rather, to become Death himself, feeling that he and Death are closely related, and thus protects those that he loves.
And in the Deathscythe and Deathscythe Hell, Duo is the original American Badass. He may not be the "Perfect Soldier" like Heero Yuy, but all the hounds of Hell follow the Shinigami.
Though Duo is Death and its hellish minions, he does just want to be able to love without that person being ripped away from him in death. Duo Maxwell, perhaps the most misunderstood and beautiful soul in Gundam Wing.