Because he lived his whole life with high tech aliens. Thor isn't gonna impress him.

Maybe he just wasn’t a mythology nerd? If 8-year-old me met an immortal Sir Arthur Conan Doyle, I wouldn’t have noticed anything. 

It’s also possible that he was aware of the existence of Asgardians. The Asgardians had fought several other alien beings than just other mythological ones.

Maybe he was surprised, but he probably learned about Thor and Asgard between the ages of 10 and 32.

My only guess is due to the fact Peter was taken when he was young by Yondu so it depends if he was taught about Norse Gods before he was taken

When I was 8, I knew about Vikings, but not of their deities. Maybe I knew about Odin thanks to the Atlantis sequel, but I didn't hear that name, just heard his civilian identity of Erik Hellstrom.

Before I was introduced to the Marvel character I never even knew there was an actual story character he was based on. So it’s not a guarantee that everyone would know.

Everyone on our earth knows Thor because of the comics not cause of Norse mythology. Think, if marvel comics weren’t a thing, would everyone really spend time reading Norse mythology?