Destruction of the Endless is the physical manifestation of existence's greatest force for change ... and he hates it.
In sharp contrast to what you might expect, Destruction is a kind and gregarious person, beloved by all whom meet him. However, long before the narrative of "The Sandman" begins, Destruction discovers that humanity's future will involve weapons and death beyond whatever lay in the past (read: the atomic bomb) and so he makes the unprecedented choice to walk away from his role, his duties, and his realm, to instead live as an immortal hermit. Because he isn't dead, a new aspect of Destruction never replaces him, thus his realm remains empty — and intriguingly, the force he was created to oversee continues on.
Aside from Death, Destruction is easily the warmest of the Endless, and it's for much the same ironic reasons. Loathing how his aspect of life is often perceived and abused, he goes out of his way to subvert expectations. He wiles away his eternity by creating art — paintings, statues anything he can get his hands on. He's ... well, not very good at it, but that was never the point. In his own words, "You get life, and breath, a world to walk and a path through the world — and the free will to wander the world as you choose."
Perhaps obviously, his relationship with the other Endless is strained by his departure. Delirium, especially, is hurt, as she is deeply fond of her older brother. As far as the comics go, Destruction is the last of the Endless to appear on-panel, so it might be another few seasons before he joins the Netflix series.
