Aeternus isn't actually feeling carefree. He is alarmed, very alarmed. He is proud but he is not foolish. Danger has to be taken seriously, especially unknown danger.
What he said earlier was all true. The demon lord had tried to con him into making a deal he wouldn't have considered. He might be in danger but making a deal with the demon lord is walking into another dangerous situation willingly. He would take an unknown danger over the known danger that is the demon lord anytime. After all, what could be more dangerous than the demon lord in the abyss plane?
A demon king is more dangerous than a demon Lord but that's another situation entirely, he doesn't stand a chance in that situation. Not even if he gets the help of a demon Lord unless the two of them are pranking him. So now that he has eliminated the obvious, this leaves the high-rank demons or the demon nobles as the enemies that could threaten him.
