I thought they would, considering they introduced the Goddess of Death in Thor: Ragnarok, but...NOPE. Cate Blanchett delightfully hamming it up as a supervillian only lasted one film.

Death is a separate character from Hela. So the possibility is still there.

They even teased it at the end of The Avengers: the Chitauri leader tells Thanos "to challenge [humans] is to court death", at which time Thanos grins eagerly. But with Earth-199999's Thanos dead, they're going to have to invoke some multiversal malarkey if they want to develop that storyline now.