He understood when she froze, choked up like that. He hadn't actually been able to use the word yet either. He knew what it was, but had been... less than enthusiastic about embracing the concept. Thankfully, Diana was offering up a distraction, something else that he absolutely did not mind thinking about or doing. Letting go of her hand, Thor drifted a little bit away just on the momentum of a turn, then inclined his head back toward her.
"We are. But now we are aware, at least. And besides, it's not like much has to change, realistically. Rather, we are just no longer dancing around something we can't or won't say. I think I like this better."
It wasn't rare, necessarily, for him to be able to be somewhat open with the people he cared about. But Diana knew things about Thor that not even his closest friends did, otherwise. If the Joker in her world was to be believed, Diana had seen the most authentic version of Thor, given that she'd seen him in his last moments of his first life. Not that Thor knew the clown or the saying.