So, why Aeron? Why does Euron focus so much of his world-shattering efforts on this particular brother? It's not just his religion, because Aeron wasn't always religious
IMO Euron likes having an audience who knows him completely, especially when he has to spend so much time these days wearing the floppy ears pirate suit. Beyond that, there’s the same glee Ramsay took in tormenting Theon; the desire to enslave and control runs deep in Euron.