A very good question. Maybe Hendrik shoud answer that because I don't know why he chose this net nickname for Magnus.
As for me, I personally think that the name Lazarus is not directly related to the biblic figure of Lazarus, but rather to the Order of Saint Lazarus [en.wikipedia.org
In my opinion Magnus doesn't see himself as the angel of death but rather like a healer. As he says, he saves people.