If one were to see Lex, it would seem like he was extremely angry, yet that was far from the truth. Even as he beat Jeffrey up, Lex had a firm control over his anger, keeping it thoroughly suppressed. He was not here to vent his anger.
No, he was here to kill Damien, destroy Sanguis Pluvia and make anyone who harmed Moon pay dearly. For that, he needed absolute precision.
That was why, on a surface level, he felt various emotions. He felt the excitement of a new realm, the curiosity over what the universe had to offer, the feeling of getting revenge by beating Jeffrey. But deep down, Lex was in full control of his every action, making sure he never went too far, and never ruined the plan.