Nito the First of the dead, He owns his Gravelord Servant covenant, but perhaps there's more to the covenant than just spreading the curse.
Nito governs death, and puts all souls to rest.
If you kill him you stay in the covenant, but why?
How come you can't kill him from the shortcut in the catacombs?
He is immortal when in the catacombs, why does he only show himself after you best the Tomb of the giants?
Here is what I think.
This is how I think Nito reacts when you are a...
Non Gravelord: He is simply protecting himself against you.
Gravelord Servant: Maybe he wants an honourable death? He wants to give his soul to a worthy successor and gives the Gravelord Servant a challenging fight to see if he's worthy of the soul of death, the ultimate weapon of cursing other's worlds.
Nito governs death, perhaps he merely wants to transcend to his plane of death, but have a worthy successor left behind to govern death.
That would explain why he only fights you when you defeat the tomb of the giants, he would not want to waste a new gravelord servant who challenged him from the tomb, Nito would only fight someone who proved his power. The Servant must prove himself by conquering the Tomb.
When the undead gets this soul he may choose to keep it as he governs death, or he may use it for other purposes.
What do you guys think? Is this just a game mechanic? Perhaps, but then again think about it, From Soft creates the game, then makes the lore. Perhaps they covered up this mechanic by making lore like this? There is only speculation though.
But is this a good theory?