Thor's perspective on things differ so much from lesser mortals as he is on a whole different level than mere mortals (GOG included) and this tone was set in place at the start of the movie.
This movie actually corrects Thor's power level misrepresented in movies such as AOU, and even Avengers 1 where he's demoted to just another avenger foot soldier on similar level as his peers.
Gorr as a villain has demon / horror flick potential however in the eyes of Thor, Gorr and His Shadow monsters are just another "beast" / creatures any god or person can overcome / face with confidence and self belief in the right place. He has learned these thru his numerous journeys and adventures so his actions and behaviour consistent with this.
TLNT shows how a Godlike being would face such an immense threat posed. A true hero continuing to be himself even in the most trying of times.
The ending is poetic how Thor chooses to spend his time with Jane and not with Gorr is perhaps the strongest message in the film to both Gorr and the Audience.
Movie is absent of sudden dumb hero syndrome seen in other movies such as SM homecoming, black panther and would seriously thank the directors for not using into such cheap plot devices.