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He doesn't miss Thor. He hates him. Wants to destroy him. He doesn't ever wake up and for the few moments when his brain is still in the delicious state of being half awake and half asleep think about Thor poking his head into his room and telling them that they must go on an adventure. He never sees a blond hair in his peripheral vision and think that it's Thor only to find himself looking at some blond Midgardian woman. He's never attacked the Avengers just to make sure that Thor didn't forget about him.
Loki never does any of these things because that would mean that he missed Thor and he doesn't.