Thor wasn't about to tell Diana of the nothingness that waited beyond. He wasn't sure if she knew, but she needed something and he wanted to keep her spirits high, and his own. She explained what happened to him, but not over how long a timeline, and then she added her extra comments about burning the place. As much as he felt the same, this place had given them each other, so it couldn't have been all bad.
It had also killed him, horribly, so... mostly bad. Yep. Mostly bad, for certain. When Diana curled in closer, Thor opened himself up just the little bit more it would take to receive her, keeping her as close as they could get to each other. Maybe both were irrational, but if anything, their bond had likely only been strengthened by this trial.
"In a way, I missed you too." He replied, leaning down to meet her.