I could just quote the references but trust me, Fury was there or actively made himself available as a sounding board for the two most important moments in the Thor/Mjolnir relationship. This is bound to be related. The watcher revelations are icing on the cake.
P.S. Oh what the... I have nothing better to do this evening.
Thor #337 One of the most famous Thor comics ever: Who is that right on the spot when a horse faced alien finds an odd looking stick?
Attachment 45712
Thor #341 Just back from Asgard feeling a little disorientated after being disconnected from Donald Blake Thor goes looking for somebody that will understand his situation. He wants an identity, and that is Nick's speciality.
Attachment 45713
All this in an era when SHIELD was being promoted as a cornerstone of the MU and Fury could call on the Avengers at a moment's notice, almost as their superhero troops.
The context from this period plus the revelations from the watcher, put Fury in a unique position.
When it comes down to it this is all just theory, but think about the whole history of Thor and how few quiet chatty moments he has had with non-asgardians. A few Avengers maybe, Jane, a couple of other girlfriends, not many. He is an action hero primarily. How many people from earth really know him well? Tony, Jane, I am running low, can anyone else name somebody that knows him well as Thor?
Simonson could certainly draw Fury don't you think?