I’m not sure I agree Loki ever really wanted the/a throne, even after he discovered his entire life was a lie. The throne is more a symbol or a means to achieve what Loki actually wants at any given moment.
In the latter half of Thor, that’s acceptance and validation from Odin. He works so hard to keep Thor away because, as regent, Loki has the power to defeat the Frost Giants without costing Asgard anything. He thinks that defeating this enemy will prove he’s worthy, and that he belongs on Asgard. That he’s not one of those monsters…
In Avengers, Loki says he wants to rule Midgard, but it seems far more likely that he’s trying to hurt Thor, embarrass Odin, and above all free himself from Thanos. Others will argue that Loki’s trying to lose. Either way, he doesn’t actually want to rule Midgard. At the same time, this is when he begins repeating that he was the rightful King of Asgard, that he was promised a throne, etc. But, again, it’s not the throne Loki cares about, it’s the injustice of being promised something no one ever had any intention of giving him. Being promised his father’s approval, his people’s acceptance, worthiness (or the opportunity to receive it, at least), only to discover that what you are is entirely incompatible with everything you ever wanted. So he harps on about a throne–about that part of the lie–because it allows him to appear detached. He’s much less vulnerable demanding power than he is demanding acceptance, especially when he doesn’t even believe he’s worthy of that acceptance (internalized racism is a bitch).
The deleted scene from TDW contributes to that idea. The fantasy isn’t about ruling or holding power, it’s about the people celebrating him (the way they do Thor). It’s about being worthy. Loki does get the throne again at the end of TDW, but he usurps it because he wants freedom and safety, and he can get that by masquerading as Odin. And even then he offers it to Thor. He might have anticipated that Thor would reject, but he still offered the choice.
what else can loki lay claim to that thor doesn’t already have?
Oh, interesting.
Of course, for every secret there’s a reason. It’s irrelevant to Thor. It would burden Thor to know. It would only cause Thor pain. And there’s truth in all of those reasons.
But he also just wants the luxury of being the sole possessor of certain experiences or pieces of knowledge, particularly, I imagine, if those secrets are deeply personal.
“So, I’ve known about that scene for two years.[…] My whole journey through making Thor: Ragnarok — I knew this was coming. By the end of Thor: Ragnarok, Loki has been accepted as Thor’s brother again. When I came to shoot the scene in Infinity War, I think it’s very powerful he calls himself an Odinson, and that closes the whole journey of Loki and what he can do. It [Loki’s death] set the stakes up emotionally. It takes the stakes up dramatically.”
— Tom Hiddleston
“that closes the whole journey of Loki and what he can do”
Only because Marvel artificially made that the close: made the telos of Loki’s existence consist in dissolving his being into Thor’s; made him a function of Thor, a cog or a symbol in Thor’s journey rather than a person in his own right. He was a person up through TDW. Hiddleston gave him a depth and roundness few of the heroes possess. Marvel decided that wasn’t what they wanted from Loki.
Interviews like this really make it sound like his death in IW was final.
Loki is the Philosopher King 