Marvel Studios' God of Mischief separate from his brother but, somehow, Loki is still able to reveal potential new information about Thor.
The New York leg of the Avengers' time heist in Endgame serves as the jumping-off point for Loki: the character's unexpected escape with the Tesseract effectively puts him The Avengers.
That being said, Loki might still indirectly reveal new details about the primary MCU timeline, particularly about his brother. In the new clip released by Marvel Studios for the series, the trickster is officially introduced to Agent Mobius M. Mobius who saves him from being killed by the TVA. Skeptical of his savior, Loki goes into a rant about the time-keepers including who they are and what they do; he even mocks their existence. Surprisingly, he's well-versed about the organization, and given the brief amount of time that he's been in his custody, chances are that he has previous knowledge of them before personally becoming their prisoner/operative. So, if Loki did know about the TVA and he's spent much of his life with the God of Thunder growing up in Asgard up until this point, Fat Thor may have also known about them during their discussions about the rules and possibilities of time travel in Endgame.
Assuming that this indeed the case, why didn't the Asgardian Prince mention Avengers: Infinity War.
Behind-the-scenes, this can simply be explained by the fact that Avengers: Endgame directors Joe and Anthony Russo weren't aware at that point what the plans were for Loki. Chances are that Marvel Studios hadn't even figured out the specifics of the show and what might unfold in Phase 4 of the MCU that early. As the TVA is set up to play a role in the MCU moving forward, it's not out of the realm of possibility that the time-keepers eventually encounter the Avengers themselves. If that happens, perhaps Thor can finally share his knowledge to catch his superhero team up on what the organization is all about.