Thor closed his eyes and took in a breath, letting it out slowly. He doubted the story was believable to mortals, but he did owe the man the truth. He kept at Loki's neck as he spoke.
"After my banishment on Earth, I returned home and got into an argument with my brother that ended up destroying the Bifrost. Loki fell into the abyss during that and while I do not know what happened during that time, I do know that he met up with Thanos." Since he found out about it, acknowledging that fact had always made guilt run through him.
He shook his head and continued. "Loki was not in control during the battle in your city. Much like your Hawk and Doctor Selvig, he was under the command of another. Of Thanos. There is a high price for not doing as he commands and he will come after my brother." Thor's hand tightened just a bit on Loki's neck, though he didn't notice. "He will kill him in return for not gaining the Tesseract."