OK, this one represents a mashup of styles. The modes represented the various ways one could organize a scale. If you think of just using the white keys on a piano, Dorian mode would be the white keys from D to D; Phrygian from E to E; Lydian from F to F, and so on. There were eight possible modes one could use, each with a slightly different (and to our ears) and exotic sound.
One of the biggest changes around 1600, the transition from the renaissance to the baroque, was the dropping of all but two of those old modes; which became major and minor. It was during the baroque period that fugal writing really took off. And so, writing a fugue (a Baroque form), in E-flat lydian (a renaissance form), is a little odd. But that's how the thing turned out.