Nah, Incubus is basically relating the piece of old wisdom, "Wanting is better than having".
Incubus has fun conquering and laying waste. He doesn't conquer because he actually wants to rule or own anything. He just likes conquering and pillaging. He can't even imagine trying to RULE the worlds he conquers.
But Solomon does, and is convinced he's some benevolent god king that deserves to rule everything, and Incubus is laughing at Solomon because he's never going to succeed.