Keep very firmly in mind the fact that any sympathetic aspects his character might have come nowhere near balancing out the shit he's done. Even if you take him from directly post-Thor, at that point he's orchestrated the attempted murder of his adoptive father by his biological father in order to a) set himself up as the hero by stopping the assassination and b) give him an excuse to obliterate an entire world and all life on it. By the end of Avengers, he's added horribly violating mind control and attempted global domination to his repertoire. All of that is actually, genuinely inexcusable, and while Loki might paint himself as the put-upon victim, as a player you need to keep in mind that he's at best delusional (if he honestly believes, say, that he was thrown into the abyss), and at worst just using a sob story to try to manipulate the people around him.

Also keep in mind that while he jumped off the slippery slope after the reveal about his heritage, he was actually a pretty nasty piece of work before that, too. The "prank" he pulled to discredit Thor cost several lives even before he went and manipulated his brother into taking the fight to Jotunheim, and he shows absolutely no remorse for that. While any speculation over whether or not he'd pulled that kind of shit before is firmly in the realm of fanon, that he did it at least once is firmly canon.