[ArgosCap]

Actually, the fact that Thor and Loki come from Asgard, complicates any association between the Marvel Universe and the Heroscape Universe. The Valhalla of Heroscape is totally different than the one in the Marvel Universe. There is actually a Marvel character called Valkyrie, and she is an actual valkyrie from Valhalla. However, she does not have wings. In the Marvel Universe, Valhalla is a peaceful place, which is much more bland and unimaginative than the one in Heroscape. In Marvel, the more diverse and extreme battlefields are spread throughout other parts of Asgard.

Here is a description of Valhalla as it is depicted in the Marvel Universe:

"Valhalla - vahl-halla A land north of the city of Asgard, bordering Hel, that Odin set aside for the spirits of the honored dead. Valhalla has been imbued with special mystical properties making it fit only for ethereal life."

Also, as someone mentioned, Loki is a tough guy to translate, with such a wide variety of possible abilities thanks to his magic. His most notable ability is trickery, which is better used as a plot device in stories and more complicated RPGs. In a simple battle game like this, that ability would have to be translated as some kind of mind shackle or something. I'm sure they will get to him and Thor eventually, but since they aren't as straight forward as the other characters, I'm not surprised that they aren't in the starter.