On some level, Thor understands it; when he was younger, he wanted his father's approval. He only grew out of it when he began to feel like he knew better than his father.

And unfortunately, that eventually caused an entirely different problem that resulted in him being stripped of his power and cast down to Earth.

On the other hand...

"I don't understand why anyone else's opinion matters to you," Thor says. "You wouldn't believe it if someone told you you were good enough, anyway."

Thor finishes his drink and sets it down on the table.