See, here he was like ‘Why not?’ Because earlier that’s what Thor wanted to do, that’s what Thor would have done. So he saw no problem with it. In this scene its the irony that its now Thor trying to talk Loki out of doing the exact thing he wanted to do earlier in the film.
Loki’s giving Thor a taste of his own medicine, having him be the voice of reason and Loki completely ignoring him and treating him like a fool. Just like Thor had done.