Thor went through some pretty drastic changes during the course of Avengers: Endgame. As it turns out, the character's story behind-the-scenes changed too, with a personal battle scrapped by the Russo Brothers in the production process. Thor has had an interesting character arc since Ragnarok came out, which has spilled into Infinity War and Endgame, giving fans a lot more excitement about seeing him on screen. There are SPOILERS for Avengers: Endgame below, so if you still haven't seen the movie, don't read ahead.
During the events of Avengers: Endgame, Captain America ends up back at the Battle of New York with Tony Stark and Scott Lang as they try and get ahold of the Tesseract. During those scenes, Cap finds himself in a battle with his past self, which was a favorite part for a lot of Marvel Cinematic Universe fans. However, Thor was originally going to do the same thing, which would have been both some great action and humorous with the character's current physical shape.
In the end, the Russo Brothers decided against the idea of having Thor fight himself like Captain America and Nebula do in Avengers: Endgame. When it came down to it, Anthony Russo says, "it overly complicated (the plot)," which is understandable. He also noted that they all liked "Cap vs Cap better." He explains.
"I think there, we also deferred to the storyline between Thor and his mother. (It) was so resonant, that we really wanted to run... That was really more a part of Thor's journey and repair than confronting his former self. So that's really what happened there, why we went with that."
Thor was able to have more of an emotional moment instead of another action-packed scene or even more humor. Avengers: Endgame finds Thor in a state of depression, turning to alcohol and letting himself go. He simply does not care anymore after finding out Thanos destroyed the Infinity Stones, even after he successfully goes for the head this time. It's something Thor never really recovers from during the course of the movie even as he takes off with his new crew at the end of the movie.
The amount of possible storylines for Avengers: Endgame must have been daunting, to say the least. The Russo Brothers, along with screenwriters Christopher Markus and Stephen McFeely, could have gone a bunch of different routes for all of the characters, but for most MCU fans, they did the right thing and continued story arcs that had been building throughout the course of 21 movies and eleven years. It's been a pretty satisfying conclusion and MCU fans are invested enough to see where Marvel Studios is going to go for Phase 4 in the near future. The interview with the Russo Brothers was originally conducted by the Happy Sad Confused Podcast.