"Thor," he corrects. She was there for the death, she seems to genuinely be into his brother (and even more surprisingly, the reverse seems to be true,) she's basically staying at their house, and she'd been in danger alongside him. The time for lord is past.

"Anything for wakefulness we have." There's a pause before he wearily sinks down into a chair. "But please do not tell my brother."

Maybe Loki's worn out enough as well that it won't turn into something he uses to needle Thor later, but there's a fair chance he's not. Loki holds on to things. Lexie may as well, but at least her question seems to imply this weakness she'll let pass.