The timeline is not correct
This article tells the story of Loki breaking away from Asgard's cage and coming to Earth to wreak havoc after Avengers 1 (Thor 2 to be precise).
Frigga is gone, Loki is just too sad, so sad that he wants the entire earth to bury him with him - he mistakenly believes that the earth people are the culprits of his mother's death.
In fact, he knew very clearly that this was not the case.
He was just looking for a way to vent his anger, and then died to apologize.