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By the end of this arc we find the answer to this impossible question.
Some of our protagonists are motivated by spite, some by revenge and some by divine mischief.
Lyta Hall blames Dream for the disappearance of her child, Daniel. Driven mad she seeks revenge from the Furies, the Erinyes, the Eumenides also known with classical irony as the Kindly Ones.
Lyta calls upon the Kindly Ones to avenge the death of her son, but they end up avenging the only death they can - the murder of a person by his own blood.
Simultaneously the saddest and the most inevitable of The Sandman story arcs. It seems Morpheus has ever been unable to forgive himself for his haughty behaviour whether towards his former lovers or his son.
In the end he accepts his fate as he expects all those that enter his realm to do. Morpheus dies, but the Dream lives on.