They weren't involved in a bench pressing contest, or running a 40-yard dash. They'd severely injured Vision in a sneak attack, but weren't able to do much against the Scarlet Witch. Captain America is among the strongest beings on earth, so to lump him in as a "mere mortal" makes no sense. In the comics, he's come close to taking down the Hulk in hand-to-hand combat, and I assume the film version is similarly powerful. He was even able to match Thanos' strength at the end of the film. Nonetheless, nearly all of his, and Black Widow and Falcon's advantages, and eventual victory, over Proxima Midnight were tactical, not strength-based.
To return to your initial query: run through those you list-- Thor, Heimdall, Hulk, Valkyrie, Loki-- Heimdall is nowhere near the warrior Thor is. His strength is sight. The Hulk clearly had not yet made an appearance. Valkyrie is a fighter, but not nearly an equal of the Hulk or Thor. Loki is not a fighter by any stretch. Remember that pretty much every fighter or warrior of Asgard was slain by Hela. The ship was full of women, children, and average folk.
As Thanos is clearly far stronger than the Hulk or Thor, and he had his Black Order by his side, there is little reason to wonder what happened. Thanos beat down the Hulk without breaking a sweat, so clearly he could swat Heimdall, Loki, or Valkyrie down with ease. Thor is at best the Hulk's equal, so it stands to reason a few quick punches would take him down, too.
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