The bitter difference is that Odin is a king and you are not. Be it a far better to reign in Hel and serve in Asgard to such a tyrant.
And you are honest so you will allow me an equal measure of honesty: Take care that your reality does not follow of your dream. Here you are beloved, smart, and successful. I know you hate me, but I ask you not to follow these dreams any further, Loki. They will drive you mad and lead to ruin.