But.... why WOULD they care about how it affects him? There's no reason for them to care about him. But, them using him for their own ends doesn't mean they are being malicious towards him, either. Manipulative and calculating? maybe. But we don't know what they want yet. If they have the good of the universe in mind, I would not exactly place this on the same level as a deal with Mephisto. The more i think about it I think they are just targeting him because something about his current situation is a catalyst for future events, so he is uniquely positioned to fix things. That's it, it's nothing personal. And the way I see it, them entrusting him with this kind of power to travel through time to alter events displays a great deal of trust, which is kinda nice. I mean I am sure they can probably take the power away if he misuses it, but still.
And shouldn't Thor want for Loki what LOKI wants, not what he wants? (as long as it doesn't mean Loki is hurting others, like before) I don't doubt that he thinks a nice quiet happily ever after future is great, but that doesn't make him any less oblivious about how boring and unfulfilling Loki would find that to be.
btw, dug up these panels from Thor:
so Loki does definitely consider Tyr and Balder his brothers.I am sure there are other examples as well, but that one was easy to look for.
and yeah, we don't know exactly why this mystery brother is such a big threat tot he world, but we can't expect them to unload everything on us right away, we're just going to have to wait and see what the deal is there. It may be he's being controlled or something, even.