Why shouldn't it?
He's a misty swirl of ether. If he wants to coalesce the scroll into his netherworld, it seems entirely realistic, all things considered.
Did he kick your butt like that? Burn!
Well, I kind of figured that since he can't move, heal, capture flags, or use abilities, it was odd that he could grab a scroll. I wonder if the potions work (considering that he can't be healed, I bet they don't, but it would be interesting if they did).
No, I didn't get beat like that; I was playing Erebus in single-player (the Pantheon doesn't want to connect me to anyone this evening), so I had some latitude to try weird stuff like staying in mist for ages and clicking on scrolls to see what happened. 
