Thor hums in response. He still doesn't know what to think of it. He wishes Loki knew the plan outright so he could be sure to follow it. All he can really do at this point is plow right ahead and hope he makes the right choices along the way.

He does not want to see his brother dead for good.

"You know that I love you, right?" Thor hopes so; he hopes that Loki knew that during his last moments before Thanos killed him -- even despite Thor's last words to him. He wants to make sure that this Loki, the one walking beside him, knows that now. Just in case he doesn't.