There wasn't a surprise that the town knew of his hardship. He was a fucking wreck about it, and he had no shame regarding that. Not that he was looking really for a sympathy party from the trickster god himself or anything. This was just the life and hand he was dealt, all he could do with it in the now.
A small snort of a chuckle came from Pyro at Loki's proclamation of who Thor belonged to. It was fair, and something that John could understand fully. Wouldn't even argue the point that it wasn't what he was referring to. Sipping on his coffee he nodded. "Being you, and doing all the you things that you do - have you ever ventured to other worlds like that?" So, these are questions that sort of came to be in this place.
Ultimately, John was more trying to understand the place more fully than accepting his ticket back to the living.