Thor had spent so much time around Loki growing up. The last ten years were likely taxing on the both of him. He'd mourned his brother twice, and now was mourning him a third time. He'd believed each time that his brother was dead, but somehow this hurt more than anything. Because he had seen it with his own eyes, had heard the audible crack of his neck, had held him when Thanos dropped Loki's body right in front of him.

Loki had always been a prima donna, and it showed in those moments where he died and resurfaced later in good health. His death then had been so simple that he had no choice but to believe he was gone. To believe that his brother had made the unconscious choice, just as he had the first time, to die for some purpose he couldn't understand. He played his last words over and over in his head, hoping there was some reason hidden there, only to find there was nothing he understood.

Thor still says nothing, but this time it's not out of anger at all.