Thor hadn't been serious about Diana joining the Avengers, and there was really no Asgardian royal family left to join, even no matter all the implications of that, so Thor couldn't help laughing a bit when Diana asked for more information. He'd let himself be pulled inside and with the door closed behind them, he laughed openly at her question, but not at the woman herself.
"Nothing." He replied, kissing her to silence any protest.