Thor shot Tony a frown next. "Forgive my brother. He is... ill, I suppose. I am not quite sure how to describe exactly what happened." He sighed and looked down at his hands, studying them. "This realm has taught me much and he hoped it would do the same for Loki. He needed a... safe place to learn."
So it wasn't the whole truth. Thor wasn't sure how to bring up Thanos and, on top of that, he didn't want to do that where others could hear.