Thor wasn't really a man of many words, and so to someone like you who actually did like talking (maybe a little too much), that was a great thing, because it meant you could say whatever you wanted without being interrupted by anyone.
At first it just looked like he was humoring you for whatever reason, maybe because he just didn't feel like telling you to shut up, since you weren't really causing any harm. But then everyone realized he actually was listening, even if he was looking at you, he was definitely listening.
And on top of that, he never bothered to walk away or tell you to leave, instead he just sat and listened to whatever you had to say. At the moment, he was sat down and nothing about his screamed 'active listening' although his eyes did flicker to you from time to time— a clear sign that he was really listening.