^ Because the events that would lead her to saying something like that are probably a good deal less joyous than the proposition itself
We see that blond guy in the preview as well, and considering Rias' previous pondering on romance/love and all, I'll eat my hat if that isn't her fiance. I'll also eat my hat if he doesn't turn out to be a complete jerk.
With that in mind, I wouldn't be surprised that his entrance means he has arrived to claim Rias, whether that means taking her back to the underworld for their ceremony (do demons have that ?
) or whatever else usual cliche you can think of along those lines. Since it's fairly unlikely that Rias feels anything but distaste for the guy, but if family matters force her to marry him regardless, I could see her wanting to have her first time with someone she ... well, I won't say loves, but feels at least some semblance of affection towards.
Considering that she seems fairly distraught in said scene (compared to her usual composure), and considering that Issei actually feels fairly strongly about the need to have truthful feelings in a relationship, I don't think he will jump at the chance at all - initial drool face aside.
At any rate, I expect the final arc of the anime to be about Issei and co somehow snatching Rias away from the clutches of said guy, pound him in the ground in the process, and things returning to how they used to be ... minus one former fiance, who will get a taste of the dragon's claw.
Or I could be completely wrong, but I'd be surprised if that were the case, considering the anime ain't exactly all that subtle or unpredictable
