Except for now he's still literally a average human being when he's not pulling swords out of girls to access his powers.
So it makes total sense for him to still be wary and nervous. Especially when he comes across evil monsters he's never encountered before.
He wasn't just "wary and nervous" of the unfamiliar, he was almost totally distraught from the moment Saran picked him up and left with him--once again, as if he wasn't familiar with heights. (Remember what he did to the hydra in
the first chapter, and from where?) On the way, he hadn't even seen any enemy before he asked Saran that aforementioned question--as if it wasn't his problem, and he had no familiarity whatsoever with the heroic role he'd just taken up. Generally, he'd done little except show how emotional he couldn't help being--contrary to Saran's sensible instruction about the importance of calmness and her demonstration thereof.
Speaking of that hydra, he'd surely never seen anything like that face-to-face either, and he'd not yet pulled anything out of Uriel when he had the will to do as instructed and gain the power that way.
The MC is not an average human being, especially not with Saran next to him: his power explicitly comes from sexually exciting women, all of the women in his group know and understand this, and he's only standing among them because he's demonstrated that fact--and he'd demonstrated it
twice by then, before a powerful enemy each time. All of this would have to be false for him to behave as he is--it doesn't make any sense otherwise.
It doesn't have to make sense, however, if you're an author with orders.