It's all so unreal. He came out of nowhere. claiming to be someone that fairy tales were made of. Literally. You can't believe it, not without reason and science, but he transcends all of that. It's magic, as he says, something that you've never believed in. When you were little, you used to ruin all of the magic tricks anyone ever did for you because you could tell how they did it. Magic was dumb, childish, and you would never have believed in a million years that you'd set your research aside in favor of it.
Even now, when magic seems to be the only reason to explain everything. How else would a metal monster move like that if not for magic? She was taken by how determined he was to keep everyone safe when he was no less human than they were. Even with his friends here - who were a little intimidating, especially Sif - he knew his limits, accepted it. But then, when it became clear that the metal monster wasn't going to stop, he was willing to risk himself in an attempt to save everyone else. Watching him get hit like that...words can't describe the dread, the absolute horror that fills you as you watch him hit the floor. He needs to get up. You run to his side and you pray to god, pray to magic, pray to whatever is going to get his eyes to open and get him back on his feet.