Imagine being in Gorr's shoes for a moment. This devoutly religious man loses everyone and everything he loved and knew to drought and then wanders into the presence of the god he worshipped his whole life, only for said god to mock him for thinking that his suffering mattered or that there was anything after death to look forward to. Gorr killing Rapu with the Necrosword afterward is nothing short of cathartic and deserved.
Gorr'sdaughterdying in his arms. They are in a desert far from any water, his daughter is suffering from dehydration and she tells him in a ragged voice that it's hot. In the next shot, we see Gorr lying on the ground, sobbing next to her grave.
Despite having gotten better, Thor still suffers greatly from his losses over the past years. When he is playing a game with Star-Lord, he suddenly bursts out in tears even though he was looking cheerful a few seconds prior. In this light, his desire to die gloriously and go to Valhalla can be interpreted not as him living by a Viking heroic code, but as something bleaker and more self-destructive.
We're also shown a glimpse of how Thor reacts, or rather he's unable to react to any loss in his life: becoming everyone else's Sad Clown. Thor wasn't an arrogant god having to be punished, but a sad kid constantly living in fear of losing everything that mattered to him who, at some point, decided to keep everyone at a distance and start acting boisterous and loud to have nothing and no one to care about and suffer about.
Star-Lord's comforting words to Thor about love and loss. He tells him that feeling shitty because you loved someone and lost them is better than feeling empty inside because you have never loved anyone, and says that this is how he feels about losing Gamora, and the only Gamora remaining isn't his Gamora.
This is the first Thor film to not feature either Loki (since his Sacred Timeline counterpart died at the hands of Thanos), Odin or the Warriors Three, who all died in the previous movie. Though Loki's name is mentioned during the film, the fact that Thor doesn't bring him up implies that he still hasn't gotten over his death. This is also indicated by one of the tattoos on his back: on the scroll with the names of those Thor has lost, Loki's name has a question mark next to it. Given how his brother has faked his death before, Thor must be holding out hope that this is the case again but if this is the Sacred Timeline, unfortunately, it's permanent this time.
Furthermore, this is also the first movie with the Guardians to not feature Gamora. The 2014 variant may still be wandering around somewhere, but her absence is a sobering reminder that the Sacred Timeline version of her is gone.
While taunting the captive children, Gorr notices a little girl who reminds him of his own daughter and takes a moment to tearfully describe her to the kids. Suddenly, he stops being a creepy villain and starts acting like his true self: a broken father who lost his faith when his daughter senselessly died.
The montage of Thor and Jane's earlier relationship, at first showing them truly in love. But between his duties as an Avenger and her with science, they slowly but surely drifted apart to the point Jane left with a note, unable to even do a breakup in person. It was one thing to hear of this, another to see how they simply couldn't sustain their love amid their differing duties.
When Korg recounts that Thor got increasingly scared of losing her, we see Jane laughing at a funny movie while Thor sits next to her crying.
Jane Foster has Stage IV cancer and her chemo is not working. This looms large over the entire film, and her difficulty coming to terms with it is a major throughline of the film.
Even the help of brilliant scientists like Dr. Selvig can't change this situation, and Jane is initially determined to give up on her treatment in order to focus on her research, wanting to spend her last days working for the good of science and humanity instead of in a hospital, demonstrating that even before she receives her powers she's still ready to make selfless sacrifices.
Any cancer survivors or loved ones of cancer patients are bound to be emotionally gut-punched every time the subject comes up, as the situation is not given any levity.
This becomes even sadder when it is revealed that Jane's mother died of cancer when Jane was little. One of the last things her mother told her is to never stop fighting. Now Jane is going to share her mother's fate after surely spending decades hoping she wouldn't.
Furthermore, Jane's new identity as Mighty Thor does nothing to help her situation. In fact, powering up only worsens her body's response to chemotherapy and makes her weaker. The people mentioned in the previous point will be all too familiar with the feelings of helplessness that Jane feels in the wake of this discovery.
Jane eventually reveals to Thor that she has cancer when he tells her that he still has feelings for her. His shocked expression is heartbreaking, as is her starting to cry.
Jane choosing to wield Mjolnir to help Thor and the Asgardian children, knowing that powering up as Thor again will kill her, is a massive tearjerker. When she arrives to help Thor in the final battle, his reaction isn't joy at her arriving to save his life, but a completely broken expression at her sacrifice to help him.
Even before this, Thor tells her that there's still a chance the two of them can be together, yet picking up Mjolnir again would end that chance. Jane's sad reaction is even she didn't pick it up again, all she has to look forward to is her continued difficulty/pain of dealing with this cancer before the inevitable.
"What's the point of more of this?"
In the end, Jane collapses after becoming Mighty Thor one last time and succumbs to her cancer. Thor cradles her in his arms at the Altar of Eternity and they confess their love one last time before she dies.
When told that Jane's life is fading thanks to becoming Mighty Thor and there's likely no chance to save her, Thor goes for a vending machine and raids it for a huge wad of snacks. He then runs to Jane with them, but seems to stop and make a joke about the vending machine being a fridge without a door. The way he stops and his overall emotional state implies he was about to relapse into eating Comfort Food, as he did during his five year depression during the Blip that cost him his figure. Thor may be back in shape, but inside he's still hurting and learning that his love is probably going to join his list of losses nearly caused him to fall back on gorging on food.
Gorr is reunited with his daughter before he succumbs to the loss of the Necrosword, breaking down emotionally as he hugs her one last time.
