I was pretty shocked that he was not in the films. He is such an important character to the comic mythos and I believe Thors life. Imagine Balder getting hit by mistletoe laced arrows/spears and it starting Ragnarok, or the play between him and Karnilla. The stuff he had to go through after and conquering his demons. It writes itself. I could see it leading to a spin-off movie just because there is so much material there. Amora is someone else who is sorely missing.