[As soon as she says the word 'lucky' he laughs. It's as if he's heard a joke, a bad one, but one he still reacts to.]

I don't think you understand-- I'm as unlucky as they come.

[He takes a gold coin out of his pocket, and flips it. As soon as he catches it in his hand he shows her the outcome: tails. He didn't even have to look as he speaks:]

It's still in effect here. No matter how many times I flip this coin, it will always land on tails. And the fact that death isn't permanent may be a nasty curse. It could just mean my domain will kill those over and over again, which sounds far worse than death itself. [Really, there's only one thing that scares him more than that, and that's becoming a dragon, but best not to mention that. It's clear she's already confused by everything he is.]