Keep in mind that though the first time was a suicide attempt that didn't work and the second time was a ruse, this is the third time Thor has watched Loki die and each time was only more painful for him.You can see the fear in Loki's eyes right before he attempts to stab Thanos, and it becomes clear that he absolutely knew that he wouldn't make it out of this situation alive. Worse, before Loki's failed attempt at assassinating Thanos, the trickster finally admits, once more, that he is 'Loki Odinson.' And he does this by giving Thor a look that implies he knows his trick is a long shot and he hopes at least his brother knows he's truly on his side.The worst part of all this is that Thor is restrained and cannot help but watch all of this happen, screaming for his brother behind a gag made of the remnants of his half-destroyed refugee ship.

Loki then emerges to attempt to trick Thanos into thinking he's loyal so he can kill him to no avail and Thanos proceeds to crush his neck, killing him. The brief attempt to fight back against Thanos is quelled quickly and just before Thanos murders the Hulk, Heimdall steps in and sends Hulk to Earth and is killed by Thanos in his place.

At the start of the film, at least half of everyone who escaped the destruction of Asgard aboard the Statesman has been killed by Thanos and the Black Order.

Without a doubt, Avengers: Infinity War is second only to Avengers: Endgame as the saddest film in the MCU, with many a Character Death, emotional turmoils and traumas plaguing many characters and the single biggest Downer Ending with a Tragic Villain at the helm.

Avengers infinity war tropes