The music choice also reflects how much closer Thor is coming to humanity in general.
Remember the original movie. Big, bombastic, orchestral. Basically screams "I am a god." This is Thor as, essentially, still a child.
But as Thor's life has gotten progressively crazier, and more alienated from his childhood, the music begins to change. What we're seing now is a more adult Thor. Still trying to find himself. And finding himself VERY different from the model of his father and the one that had been laid out for him.