I think with Thor it was more the realisation that everything he thought he knew turned out to be a lie too. His father was not the good man he has spent hundreds of years thinking he is. His mother, who he adored, was complicit in all the lies. Asgard is not rich on noble victories but on the horrors of a sister he never knew. He then continued that path thinking he was doing good. At least Hela knew she was wrong but didn't care. His brother is adopted and has gone off on one. How does he lead a people he can't even relate to anymore? Who else knew? Can he trust anyone at all? So it is a bit more woe me than others but there is still a lot for him to break down and at the worst time too.