Loki’s confusion is so on point because it reflects basic Aesir thought and the morality with which he was raised. Thor came down to Earth in Thor 2011 with the identical attitude, coupled with his bravado and arrogance. Thor had no issues being rude to humans, expecting them to move out of his way, and overall adopting a commanding/superior attitude because… he was a prince and an Aesir. Therefore it isn’t unexpected that, raised in the same environment, Loki’s isn’t going to believe the he, just as the other Aesir, are basically above humans. Thor thought the same things until he spent three days eating pancakes and having a rushed romance, as well as being mentored by a metaphorical father figure, so. Loki cannot be expected to sprout human morality by osmosis after 1000 plus years of being submerged in Aesir morality and then a year plus of Thanos’ torture.
This. Thank you.