Thranduil did not call them the Dead Marshes, for no dead lay there--only the memory of Men and Elves that were swallowed up by the creeping mire.
He has not been south to the Dagorlad since the marshes first began to form, after Sauron's fall, after his father led his forces to ruin (Thranduil remembers the horns of the Greenwood, high and fierce, Gil-galad's cry lost to the clamour as Oropher charged too soon). Thranduil knows only from hearsay of the phantoms that lurk in the marshes, the ghost lights that lead wandering souls into the waters. The truth of that place will forever remain a mystery, a dream of darker places. He does not stray far from the shadows of Mirkwood. Not willingly.
And if Oropher's shade can be found there, Thranduil has no desire to know. He cannot know. Oropher was laid to rest an age ago, and there he shall stay, though Thranduil is ever tempted by the possibility of seeing his face again, just once, one last time...
For all of this, Thranduil still considers himself a creature of greater luck than Thorin Oakenshield. He at least has his home (poisoned though it may be), his people safe and well (so long as they do not stray into the forest), and his father's corpse well accounted for (but Gandalf, oh, the sly old fool, he knows what became of Thrain son of Thror, and has he told the boy yet?). Thranduil had millennia with his father, more lifetimes than those of all the Kings Under the Mountain. Thorin was not yet one hundred when Thror and Thrain both were lost, and they will never lay beneath the Lonely Mountain.
Thranduil tells him this, and it is no small feat that the dwarf keeps all fear or surprise from showing on his haggard face. Thorin may not say reclaiming Erebor is his aim, but Thranduil is no fool. What else could it be? Thorin does not make for the Iron Hills, he has come east before but never through the Mirkwood, always north over the forest and down the Celduin, or south near the Sea of Rhûn. No greater prize exists that could drive the Heir of Durin so near Thranduil's halls, not with so much hate for the Elf-king stored up in his stone heart.
Thranduil pities this dwarf who would be King. All that waits for him in Erebor are the bones of the dead, and madness--he may not have Galadriel's foresight but he knows, knows Thorin will succumb to the greed of his fathers, Thranduil sees the bright gleaming hunger in the prince's eyes. Thorin son of Thrain will fall, either by dragonfire or as one more sacrifice to an avaricious legacy, and he, Thranduil Oropher's son, is not above a last act of mercy.
Imprisonment is such a small price to pay for one's life.