I have a hc for why Thor links pinkies as a sign of affection when it’s so subtle compared to his usual behavior. Because growing up he found out early what the consequences of being caught holding Loki’s hand were.
He quickly learned a small brush of fingers linked together was more easily hidden away from prying eyes. So that’s what he gets used to. And he is so attuned to Loki even the grip of a finger can alert him to feelings of being anxious, scared, unsure. And with that solid physical connection to his brother he can convey a silent, “I’m here, you’re not alone.” With the squeeze of his little finger.
So of course Thor holds hands that way. It’s the way he’s done it for over a millennia.
