Kim arthaṁ dharma-pālasya. Dharma-pāla. Yamarāja's another name is Dharmarāja or Dharmapāla. He is one of the authorities. There are twelve authorities mentioned in the śāstras. Brahmā is one authority, Lord Śiva is one authority and Nārada is one authority. Then Manu is one authority, Prahlāda Mahārāja is authority, Bali Mahārāja is authority, Śukadeva Gosvāmī is authority. So similarly, Yamarāja is also authority. They are authorities who know exactly what is God, or Kṛṣṇa, and they can direct.
Therefore śāstra says you have to follow the authorities. Otherwise it is not possible. Dharmasya tattvaṁ nihitaṁ guhāyāṁ mahājano yena gataḥ sa panthāḥ (CC Madhya 17.186). You cannot understand the path of religion by your mental speculation. Dharmāṁ tu sākṣād bhagavat-praṇītam (SB 6.3.19). Dharma, religious principles, are enacted by the Supreme Personality of Godhead. No ordinary man can enact dharma.