they’ve both been though a lot actually–the difference is in the way they respond to it. loki is definitely the more emotional of the two and tends to wear his heart on his sleeve. when he is faced with something like his true parentage, his response is passionate and violent, bordering on unhinged. it’s so obvious, through his expressions and his actions, that the revelation absolutely crushed him. thor is such a positive personality that when life-shattering events happen he is still able to move forward with a smile on his face, even if he may be hurting inside, perfectly exemplified when thanos kills half his people, his brother, and his best friend and and hour later thor is taking on the full force of a star to forge a weapon that will kill the bastard. in that way, i think people tend to focus more on loki’s pain because he expresses it so freely and–dare i say–dramatically at times. i believe we don’t often get to see the depth of thor’s anguish because he hides it so well, because he know he has to be strong in order to fight and be a hero. say you had two children and both of them got hurt somehow. who would you go to first? the one who is crying and begging for help or the one who stands back and takes care of the injury himself? i mean, i can see where you’re coming from even if i don’t agree. just because the fandom seems to focus more on loki’s pain doesn’t lessen all that thor has been through, and i’m not trying to downplay either of their struggles. i just think it’s human tendency to look towards the person who screams the loudest.
I think the difference is that Thor is not mentally ill and has always had a solid support system. You know he’ll get through it and be alright, because he’s mentally healthy and there’s always been and always will be people on his side willing to listen and help. Loki doesn’t have that. Has never had that, in all likelihood. Even before his fall, the person closest to him, arguably his mother, was concerned primarily with defending Odin’s choices, his brother was too self absorbed to care about anybody overmuch (I’m not just putting down Thor, this was his characterization before his exile), his friends were really Thor’s friends and willing to betray him with zero actual evidence of wrong doing… and when he came back, having last been seen in the midst of a psychotic break that ended in attempted suicide, his brother literally greets him with violence, asks him just once who was controlling him, then drops the subject and as far as we can tell, no one bothers to again. Then he’s put in solitary for a year, his father and brother don’t visit at all, and his mother is again primarily concerned with defending Odin’s bad decisions. His family doesn’t bother to tell him themselves when his mother dies or allow him to attend her funeral. Thor, upon seeing his grief, refuses to even tell Loki how she died. And so it goes.
Yes, Thor has suffered many trials, and deserves sympathy for them, but he’s never been so alone in them as Loki has, under the weight of mental illness and with not one soul close to him willing to simply listen and be there without judgement or demand.