Canon tends to disappoint when it comes to realizing romantic relationships, so if they remain friends that's probably better for the longevity of their characters.

Yeah, I agree. Thor/Jane had a lot of potential in the first Thor movie, but it was pretty much squandered in The Dark World where Jane became the damsel in distress.

Any interaction between Thor, Val, and Loki is like catnip for me, regardless of whether they're romantically involved.

Same!