It wasn't just to keep himself from becoming a slovenly, dead fat shut-in. More importantly, he couldn't let Thanos destroy Asgard.
Thor didn't understand, nor did he want to understand, the reasoning that leaving half of all life behind was for the better survival of all life in the universe. As the King of the Gods of Asgard, protecting Asgard's people was his duty. He would never allow Thanos to harm his people.
An outcome where half his people died, Heimdall was killed, and Loki was killed was absolutely unacceptable to him.
As if sensing the King of the Gods' fury, dark clouds shrouded Asgard's skies, and muffled thunder rolled through them.
"I think you'd better control your emotions, great! mighty! King! of! the! Gods!"
Loki turned toward the entrance. Stormbreaker spun as it flew in, and together with the strange phenomenon in the sky, it drew the attention of the Royal Palace Guard.
As Thor's most loyal comrade, Volstagg hurried in with his axe raised, looking around warily, only to find that everyone was a familiar face.
"Huh? Why are there two Clints?"
He immediately aimed his weapon at Hawkeye from the Parallel Universe, because the other one was standing with Steve.
"Is it you?"
"Volstagg, don't be nervous. He's our friend. It's just that the information he brought caused His Majesty the King of the Gods to lose control of his emotions somewhat."
After so much time had passed, although they had not thought much of Loki at first, everyone in Asgard had now recognized Loki's abilities and acknowledged his position in Asgard. Hearing Loki say this, Volstagg immediately put away his weapon, then gestured to the equally nervous palace guards and led them out.
At that moment, Sif suddenly walked in from outside. She found the situation