The idea of Nick Fury is to bring together heroes from all over the universe and fight aliens.
"There was an idea...called the Avengers Initiative. The idea was to ring together with a group of remarkable people, see if they could become something more. See if they could work together when we needed them to, to fight battles that we never could," states the reason behind it.
Thor may have been a God, but when you watch him closely he trains himself to be a better king and does not get a kingdom handed over to him only for being the son of Odin. In various ways, one finds an Indian connection with Thor. He has similar traits with God Indra, the god of thunder and rains in Indian mythology, and arrogance is one of his most noted traits.
Thor: The Avenger who earned his place
The story of Thor begins with arrogance until he gets abandoned to Earth, to keep a check on his behaviour. The skies stopped trembling in his presence, the Mjolnir no longer responded to his calls, until he proved himself to be worthy during his banishment in New Mexico. Picking up the Mjolnir gave him powers to rule all over Asgard.
Despite being a God, Thor had to earn his place to become an Avenger. He is one of the few members of the team who was not approached by Fury to be a part of the new military of Avengers. In 2012, during his battle against Loki, when Captain America, Iron Man, Hulk, Black Widow, noticed that he fought alongside them, against his family, Loki, to save members of the Earth it was at that point a friendship had been formed, most notably between Captain America and Thor.
Thor and Captain America
Captain America and Thor had an unspoken connection between them. Or as the new term defines it 'bromance'. Perhaps secluding Thor from Captain America: Civil War had been a widely conscious decision since the writers didn't want to put Thor in a place where he had to go against Captain America's personal decision to save Bucky, while Iron Man and team treated him like a potential threat.
Even in their off-screen lives Chris Evans and Chris Hemsworth were allegedly told not to go in any interviews together since their bromance would distract the interviewers. The news stories would ultimately end up about the friendship between Evans and Hemsworth rather than their franchise films.
Thor became unworthy after killing Thanos?
In Avengers: Endgame, Thor went through a phase where he wasn't in his best of shape. He went for the head and killed Thanos, but that he later knew wouldn't have avenged anything. Asgard was gone, his people were brutally murdered, and the blip had taken lives which that he couldn't bring back. Finally, it was time traveling technology, that took over the place of God, and brought back the ones who were vanished during the switch.
But that didn't make him unworthy, but drove him to depression. When he traveled back in time to get back the Mjolnir, it flew back to him, after a short pause, since the hammer too had to follow the commands of two masters, from different timelines.
