Contrary to what one might expect, the Sin Demons didn't start going all out to enter that empowered state.
Even though Pride already established the method of how to do it properly, they still decided to wait out and allow them to get used to it first before the rest follow suit.
Pride wasn't the one who informed Wrath about the trick, it was Envy. He heard from Greed and he relayed the idea to Wrath to help him out. As a result, Pride didn't need to tell Wrath how to do it himself.
Of course, Pride felt a little proud of himself for figuring this out. Pretty much everyone was expecting Wrath to be the first one to figure out the trick since he was the one who stayed in that state longer, but it was Pride who succeeded first.