According to Thor, both Frigga and Loki had been killed by Kursed warriors. How could he not be angry?
He didn't say that he had killed the other party. Perhaps it wasn't a matter of speed, but of helplessness.
Besides, the Kursed warriors were the elite troops of the Dark Elves, and would face generals like Thor to begin with.
If the Kursed warriors were too weak and could be defeated in a few moves, then the ordinary soldiers of the Dark Elves would just be thrashed by Asgard's generals.
The fact that the Dark Elves were able to fight their way into Asgard this time was enough to prove that they had a certain level of strength, and that their combat strength was on par with Asgard's army.
If it were an army like the Chitauri or Earthlings, whose combat strength was so far removed, they wouldn't even be able to find the entrance to Asgard.