Mourn For What Is Forgotten

The Sanctuary. A fortress of torment that embraced death and promised agony. It was a haunted place - a corner that even darkness feared. It floated somewhere in a numb abyss. Like the grim ripper, its only purpose was to rob men of life. The very name, 'Thanos,' wavered in the air. It was a sour sort of word; heavy and dry.
Five years ago, The Sanctuary plucked out a lost soul from the void. The young man claimed to be a Prince of Asgard.
This indeed was a delightful coincidence.
Thanos had always been at odds with Asgard. Long ago, Odin Borson created the Yggdrasill with the space stone. And with its creation, 'The Mad Titan' was separated from completing his end goal. Thanos intended to use Loki as a tool, but ironically, he ended up growing quite fond of the trickster. Loki is now a beloved child of Thanos. Gone was the prince of Asgard; found was The Oder's Assassin.
TLDR; Thanos brainwashes Loki, and now he doesn't remember Asgard.