"I suppose it was foolish to believe that the Aesir might have existed," he murmured almost to himself after he'd had a moment to process. "Everyone else who ever believed that they existed has been dead for centuries."
Of course, if there was no Aesir then there was no Valhalla, which didn't improve Eric's current mood at all. After all this time, even knowing that he was already dead, he'd still held on to the hope that he might die a warrior's death and end up in Valhalla.
He wasn't upset with Vala, not really. He was more upset with himself for holding on to his beliefs for so long only to learn that he was wrong all along. He felt disappointed, like a child who's just been told that Santa Claus isn't real.