Thor is a naturally boring character. Once you give someone the power of the Gods, it’s tough to relate to them. Plus, Thor himself is just maddening. He is a cocky privileged spoiled prince and even at the end of this movie, I still don’t empathize with him.
Not a great look when the villain is more likeable than the character that you plan on making a key piece of your cinematic universe. Thor is barely in Age of Ultron and is completely gone in Civil War. No one gives a shit about Thor.