User blog comment:Epakrios/Plot holes/@comment-12482076-20140203163512/@comment-1509826-20140203182521

Lucifer said, five things in all creation. Death (and the other horsemen) are beyond creation, as is God. No one created them, they just exist.

Of course on the off chance it was just a figure of speech, how would it affect the other horsemen? You can't kill a concept.