"Probably not," Thor says, looking over at his brother. "But if there's any way to save you, I will find it. Whatever reasons you have don't matter."

A partial lie. They do matter, because Thor wants to believe that his brother wasn't simply throwing his life away as he did on the Bifrost -- even if it was for him.

But that didn't matter. All that mattered was bringing Loki back along with everyone else.