I think he started his bonding during his time in Amaram's army. This would be the first time where he really showed himself to be honorable, putting himself on the line for inexperienced youths, sparing injured enemies and the like. This is also supported by Syl's memories, she says she remembers his time in the army but vaugely. I think this means it was early on in her development rather than years after following him around. His comments about the skies being his could just be a bluff or boast. It could also be a belief or subconscious ideas that the sky is his birthright as a Windrunner. Also possibly his ability of storm riding may give him the impression that he has a great ability to move about in the air.