You're right it may be Thor's thoughts, and we don't know why Thor locked him away. It seems like, in King Thor he may have imprisoned him in Muspelheim for the first destruction of the world, but I am still looking for a way to reconcile the futures in Loki and the King Thor stuff, so that doesn't seem to line up. May it have been that someone destroyed the world, Thor wasn't there, and just assumed it was Loki?