I think Thor's just out of his element. I think he could be a good king, but he needs some time to grow into the role, and it will take some time. Until then, he'll probably make a bunch of mistakes or overlook things. No one is good at a new role in life right away. As long as he's open to learning, and doing things differently than he may be used to, he should be ok in the end, even if there is a rough patch. (and same goes for Loki, and everyone else stepping into a new role) He's on the right track, with giving up Mjolnir, (even if Mjolnir had to push him into it) but clearly he did not think things through fully. Jane made a good point, that if anyone can lift it, then he should have been more careful about where/who it was left with. Though I do think she was being a bit harsh, I mean, it's not like he just left it laying out in the open. Avengers Mountain is in the north pole, and is the body of a dead celestial, with a high level of security. As long as the Avengers don't let it out of their base, it's pretty safe. Yeah, their security was breached recently thanks to a mole, but it's still a lot more secure than she made it sound, it's not as if just anyone can come along and pick it up on a whim. Though, Loki could.
He knows a lot about their base, considering he is responsible for them having it int he first place, and with his magic he can teleport, go invisible, take on a different appearance, and other things that could allow him to infiltrate it without too much trouble. But in that case, it's not as though leaving it in Asgard would have made it more secure. Though it would make it more secure from most mortals, but not a LOT more secure, since it's not like Avengers Mountain is easy to access.
As for next issue, I think we will see some new roles revealed. It looks as though Freyja has taken on Angela's role of Huntress, which means Angela needs a new one. They may tease her as the new Champion, or that may be her and Freyja's goal for her, they may be there to get Mjolnir for her. But I think Angela is much more of a 'war' goddess. While she does generally land on the right side of things, I think she lacks the more caring/empathetic aspect required of the role, and would push it towards more violence, rather than less, which I think is what is actually needed. I know it is seen as a warrior role by Thor, and probably by Odin and others as well, but I think that's just what was required of HIS time i the role, which he took up around the time of the Viking Age, and that is not necessarily what is needed going forward in THIS age. The role is much bigger and more nuanced than just being a fighter, even if fightng battles was something that it called for during Thor's time in it. She also lacks any real connection to Midgard. She was raised in Heven most of her life, and when she came to this universe, she promptly ran off with the GotG, rather than stick to Midgard. So she's got no ties to Earth, no relationships there, no history, nothing, and that connection to Midgard is a key element. (Loki's got both Zelma and Verity acting as his 'Jane' link to Midgard, in addition he's just generally got a lot more history there, and out of everyone in Asgard, he seems to 'get' modern Midgard the best, even if it is a relatively recent development) And the War god position is open, still, after Bill went off to do his own thing, so.... also, I don't think people choose their own roles, they fall into them. Either specifically granted them (like Odin giving his role as King to Thor), inherit them like Sif did, or they just display the right qualities to just kind of fall into them on their own, probably without even realizing it until later. So if Angela (or Loki for that matter) wants to role of the Champion and is actively trying to get it, I don't think that will work. She may try to get that role, but end up the Goddess of War. Meanwhile, Loki could just fall into the role without anyone realizing, until later (I think he already has, actually)
But yeah, I was hoping we'd see Loki this arc, but looks like maybe not. But the arc did open with that scene of Loki helping Thor up, and that had some strong foreshadowing vibes, so....