Thor should have killed Thanos. He had been trained extensively in combat, he knew how to land fatal blows. He should have known to go for the head. He had been too exhausted, physically, mentally. He'd failed, and the universe had payed dearly for his lapse.
What was he? A king without a kingdom. A brother without a brother. He had nothing. He was nothing, except the man who let Thanos destroy half of all life.
He hadn't had time to process all that had happened. Thanos had moved so fast. But as he collapsed against a tree, the wailing of the Wakandans rising to a hoarse roar that he could hear miles away, he closed his eyes and saw Loki's pale and lifeless face on the backs of his eyelids. For all of the times Loki had tried to kill Thor or put his own selfish needs about what was right, he had died trying to save Thor, trying to be good. A dark corner of Thor's mind wondered if the world wouldn't be a little safer for it.
Thor saw Asgard going up in flames, burned to ash. He saw his people obliterated in the ship's explosion.
He saw Odin blowing away on the wind.
The full weight of his grief loomed, threatening to crush him. He wished, belatedly, that the power of the star in Nidavellir had killed him. It would have made no difference.