To evaluate a limit $f(z)/g(z)$ as $z\to 0$ you generally cannot just take $f(0)/g(0).$ For example if $f(z)=g(z)=z$ for every $z,$ then $f(z)/g(z)=1$ when $z\ne 0$ but $f(0)/g(0)$ does not exist.
It is tacitly assumed that if $g(0)=0$ then the limit of $f(z)/g(z)$ as $z\to 0 $ is evaluated as the limit as $z\to 0$ through non-zero values.
(i). For $y\ne 0\ne x$ we have $$\frac {e^{xy}-1}{y}=x\cdot \frac {e^{xy}-1}{xy}=x\cdot \frac {f(z)-f(0)}{z-0}$$ where $z=xy$ and $f(z)=e^z.$ As $(x,y)\to (0,0)$ with $y\ne 0\ne x$ we have $z\to 0$ so $$\frac {f(z)-f(0)}{z-0}\to f'(0)=e^0=1.$$ And we also have $x\to 0,$ so $x\cdot \frac {f(z)-f(0)}{z-0}\to 0\cdot 1=0.$
(ii). For $y\ne 0$ and $x=0$ we have $\frac {e^{xy}-1}{y}=\frac {e^0-1}{y}=0.$
By (i) and (ii), if $(x,y)\to (0,0)$ with $y\ne 0$ then $\frac{e^{xy}-1}{y}\to 0.$