Although it was worth sympathizing with Thor's experience before the truth was revealed, Luke wasn't moved.
He had only heard of the name Frigga.
Loki was the murderer who caused the Battle of New York, which led to the deaths of tens of thousands of people on Earth. Few people on Earth wanted him alive.
Besides, Thor's family had lived for thousands of years. Most of the time, they reigned in harmony and power.
Earthlings lived for only several decades, and saw plenty of death.
For Luke to say that he could understand what Thor was feeling would be like a young beggar feeling sad over the tragic death of a 120-year-old super magnate.
The deaths of Frigga and Loki was bad news for Thor, but had little impact on the people of Earth.
The only good news from Thor was that the Aether in Dr. Jane's body had been removed by Malekith, and her life was no longer in danger.
