Annoyed by Thor's friends because....
They even were his friends when he was an obnoxious jerk before his "conversion". Friends after? Yeah, I can see that. And the first interactions we saw, pre-reveal of Loki's true parentage, was Loki being teased by them for his "silver tongue turned to lead". You know what, big guy, you adore this brawny oaf who risks his friend's and his home world's lives, and ya make fun of me unnecessarily. Yeah, I'm gonna be a pain in your ass for that.
Yet another reason Loki is a more sympathetic villain for me.