Gaia had many things to worry about. Currently, Sedna was watching over her domain so that she could focus on Zero's request.
Sylvia was just a simple Great Sylph and Gaia frowned. In order for her to become a spriggan, it would ordinarily be impossible. Spriggans have lived for many years and have great insights from the many reincarnation cycles as different types of species in the material plane. Sylvia's soul didn't meet the requirements and there was little the Great Goddess could do except to break the bad news to Zero.
Instead of getting upset about it, Zero was thoughtful. Gaia was surprised by his attitude and asked if he wasn't disappointed.