"I don't doubt that was Thor's main goal, but it's not mine." Fun for other people was always incidental at best to things Loki did. It was better that way, because in all honesty most non-Loki people didn't appreciate his fun.

He pointed at the ball taking shape in Bucky's hands. "And I should note that if you're intending to throw that at me, you should expect retribution in the form of burial." By snow, obviously. Loki wasn't especially good at 'friends' or 'proportional response' but even he recognized that murder over a snowball would be a little much.