He could have faked it to fool Athena. Besides, he basically owns the underworld at that point anyway, so...
And I'd agree it would be poor if they hadn't added that extra scene. Like I said, that was specifically put there to make it look like he could be still alive...and seriously, have you SEEN the stuff he's come back from before? The guy says f*** you to every rule of life, death, and greek mythology.
He literally fights fate.
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"I have a place to live because of FFXI, I lost my virginity because of FFXI, and that's why it's my #5 game of all time" - RPGLord95