That's just not true. I think of Thor vs Loki like this, if Thor survives to ragnarok he wins. So Loki has to kill or do a lot of damage and, when both players know that, a good Thor will make it very difficult for Loki. I don't know why you think a Loki Heimdall is an auto win; Thor can go Forseti - Hersir + TA + trolls and Loki can't get in; you can also do an early ulf flood, remember Thor has stronger eco and fighting close to your base is an advantage.. even Freja can work because Loki will need to keep a Hersir back to defend vs Valk raid.
In general rushing Thor with Loki is not that viable. I wouldn't do it in a serious game because it's too risky. But playing Forseti is tricky too because if you're not far ahead by heroic age you'll lose to Ragnarok.
