Unlike some of the other reviewers, I like short stories, and this one worked for me just fine. Yes, the full story of Hym and Hur is never fully explained, but I like a little mystery with my fiction; we know that they are some kind of supernatural being, they're on speaking terms with Death (just), they're experienced practical jokers and they know the meaning of true love, having been in it for a long, long time (possibly forever). And that's about all we need to know.
For a story about Love and Death and immortal beings, this is a surprisingly gentle and affectionate tale. The war zone scene at the end could have been a jarring contrast in less assured hands, but in this story it serves to balance it out and bring the reader down to earth with a touch of pathos.