To say Erden was not excited would be a lie, as what lay in front of his core was the greatest biologic, spiritual, and conceptual specimen he has ever seen.
Be it her oddly working body to her soul that was constantly spewing out and absorbing ether, everything was a wonder to Erden. This was because not only was Sky the first being with actual magic control to enter his dunegon, but she was the first deity as well. The kobolds do not count in this case, as they have absolutely no control over the ether in their bodies. Their body uses ether for a certain purpose and does, but does not control, it. Similar to how humans have iron in their bodies but don't control iron in any way. In order for a mortal to control ether, one would have to have a working soul. Something the kobolds do not have.