The reason why the Eclipse Warden frowned is because he noticed that the threads were actually burning through his skin and meat without truly burning.
At first, when the threads wrapped his limbs, the Eclipse Warden noticed that the heat from them was constantly increasing, however, the only thing they were capable of doing was to burn his skin, nothing further from that.
However, after burning through his skin, the nature of the heat changed, they began healing the injuries that they caused to the point where the healing became a burning sensation that burned more than it was healing.
It was as though the flames were trying to heal his body by burning his body. The process was extremely painful, and if left to continue, the Eclipse Warden feared that he could have been gravely injured.