Thor's concern was immediate when he saw Diana tenderly reach to her own side like that. He'd never seen her in pain, either, now that he thought about it. The idea of Diana hurt troubled him, beyond what he would have expected, and Thor was at least glad she could joke about that title enough to be somewhat distracted from her injury. That meant one of two things.
Either it wasn't severe, or Diana was tough as hell and trying to laugh it off to distract herself. He'd seen both in varying degrees in those he served with. Something told him it was far more the former though. Thor was now standing at his full height, steady but not quite fully balanced. The knock he'd taken to the head when he impacted with the wall had left him somewhat dazed and he was still coming to. There was a faint ringing in his ears, but from where he couldn't place.
That meant it was probably just him, which meant he was probably concussed. And that while they were likely in hostile territory. Great. He could handle it. He'd been through worse.
"In any case, that's done and settled then. We should be on our way."