Loki is not my favorite character but I do likes his trickster power, anyway, he doesn't know what true love is because no one have shown it to him, sure maybe his mother Laufey did (but not his dad, fuck Odin) but that is maternal love, or maybe in this manga, Laufey hates Loki as well.
So when Brunhilde smiled at him, his heart went 'doki doki', and later on, he went 'literature club' way. Remember, Loki is a young God, and it's hard to measure his maturity on a human scale, but he is self-aware of that guiltiness and still decides to brush it off.
About Thor, he seems like a stoic, serious person, which, well, is not a good fit to show Loki what true love is.