It's so difficult, so difficult, not to rise to the challenge in any of those words. Loki is deliberately taunting him with the idea of wanting to have been the one to kill Tony Stark. Loki is being deliberately flippant about his own potential deaths, as though he really thinks their permanence makes his pain and suffering irrelevant.

He wants to protest, for so many reasons -- not the least of which what James told him on his first day here, about deaths -- but after biting his tongue through all of Loki's barbs, he finds himself thoroughly unprepared for the sudden left turn into... reassurance.

It's all Thor can do, for the moment, to say, "...Thank you," in an uncharacteristically small voice.