Why don't you compute the area as follows:
$$A(a,b) = 4 I(a,b), \quad I(a,b) = \int^a_0 b \sqrt{1-(x/a)^2}\,dx \, ?$$
$I(a,b)$ is the area of the 1st quad ellipse defined by $(x/a)^2+(y/b)^2-1=0$. Then, substituting $(x/a)^2 = \cos\alpha$ in the integral, it yields to $A(a,b) = \pi a b$.
Edit: as Mark indicated, the parametrization you used is not correct. In fact, the 1st quad ellipse can be parametrized as follows:
$$x = \rho \cos\theta, \quad y = \rho \sin\theta, \quad 0<\theta<\pi/2,$$
where the limits for $\rho$ are to be determined from the definition of the ellipse. In fact, it reads that:
$$0 < \rho < \left(\frac{\sin^2 \theta}{a^2} + \frac{\cos^2 \theta}{b^2} \right)^{-1/2} = \rho_E.$$
Therefore, the area of the ellipse can be obtained by:
$$A(a,b) = 4 \int_E 1 \, dE = 4 \int^{\pi/2}_0 \int^{\rho_E(\theta)}_0 |J| \, d\rho d\theta = \pi a b,$$
where $J(\rho,\theta) = \rho$ is the jacobian matrix of the parametrization and $| \ |$ denotes determinant.
I must admit that Mathematica helped me a bit with this last calculation.
I hope this is useful to you.
Cheers!