Oh, cmon, theMac, as much as you admire Aaron's work, you don't have to try and justify every piece of work and offer explanations for every decisions that he makes. Fury has never had any close connections with Thor or shared any confidences with him. Like with many of the Avengers, Fury has had a working relationship with him over the years but they are acquaintances at best. Thor has had many close and trustworthy mortals friends over the years. I wouldn't think Fury would be one of them.
The reason Fury knew what to whisper to Thor, in Original Sin, was that he had access to the Watcher's secrets and Thor as well as many of the others heroes all had revelations about their lives revealed to them in that series only we readers were kept in the dark about what secret was whispered to Thor.