This is some kind of illusion or hallucination, and pre-heel turn Loki to that. Thor himself says "you're not my brother". Presuming he didn't mean to say he refuses to acknowledge Loki as his sibling any more, he is aware that what he's seeing isn't real. So I wouldn't worry
Also I'm trying to hide the spoilers in this post but I obviously can't do it right #facepalm