There have been some great bonds and partnerships throughout the MCU. They include Captain America's camaraderie with Iron Man and Steve Rogers' friendship with Bucky Barnes, as well as the complex history between Black Widow and Hawkeye.
However, Thor and Loki's relationship has been the most riveting to watch because there have been times when they work well together as half brothers and comrades, but there have also been moments when they become serious enemies. The dynamic between Thor and Loki works well in the MCU because they define what it means to have a sibling rivalry. Each brother craved the power to become a strong leader but evolved in opposite directions.
Loki and Thor were the MCU's best relationship
The complicated relationship between Loki and Thor is arguably the best in the MCU because each character has had a tough road in this franchise. Thor always intended to succeed his father Odin in becoming the King of Asgard and arrogantly defeating enemies without thought or strategy. Loki also wanted to rule Asgard and blamed Thor and Odin for undermining him and his capabilities.
While Loki and Thor did, by heart, truly love each other as brothers, their intention to rule Asgard made them fierce rivals. However, Thor evolved himself by learning that a true leader doesn't start wars or seek to conquer other territories, while Loki sought to control the world and gain more power over others. After nearly conquering the Frost Giants in Thor and invading Earth with the Chitauri in The Avengers, Loki found himself a prisoner of Asgard in Thor: The Dark World for committing heinous actions and murdering hundreds. When Asgard was in danger once more, resulting in the death of their mother, Loki and Thor got through to each other again (only for Loki to fake his own death a second time and play tricks to rule Asgard disguised as Odin).
Loki has always been like a magician who enjoys fooling everybody (including Thor) in order to get what he wants, which makes him both funny and sad. Thor addresses this in Ragnarok by telling Loki that true heroes and leaders learn from their own mistakes and evolve to become better (which Loki has failed to do up until that point). After Odin's passing and Hela's destruction of Asgard, Loki, for once, fully supports his brother in defeating Odin's daughter and getting their people to safety. Despite their constant differences and rivalry, they eventually drove each other to transform into better men and succeed.
Loki and Thor reuniting could undermine Loki's 'death'
Unfortunately, just when Thor and Loki were at a positive point in their relationship, Loki's sudden death at the hand of Thanos in Avengers: Infinity War shook Thor hard and emotionally. By actually losing his brother this time, Thor became more outraged than ever before and was driven to kill Thanos without thinking about the consequences for the rest of the globe (thus bringing back some of his arrogance).
Although Thor was able to overcome his depressing behavior by working with the Avengers to defeat Thanos in Endgame, Thor's emotional development wouldn't have been impactful without his brother's death, which is why a reunion could undermine Loki's demise. However, given that Loki has made a comeback with his own show and season two on the way, it's not impossible to see the two brothers reunite in some way or fashion, either in Loki or another Thor film (or even a Loki movie).
A big question would be how Loki could see Thor again in terms of location and timeline. In Loki, the God of Mischief exists because he was taken out of the 2012 timeline from The Avengers and brought into the future where he learns his fate from the Time Variance Authority (TVA). However, when he looks back at all the wrong he's done and tries to stop a variant of himself from seeking total domination, Loki intends to redeem himself by fighting for good (and Thor would approve of his brother's newfound glorious purpose).
Loki seeing Thor again is the logical conclusion to his story
Loki reuniting with Thor would be the logical conclusion to his story (or both their stories) because both brothers have been through hell and back, and have overcome enemies and obstacles together (while also battling each other). Thor has learned to become a better and stronger leader for the people of Asgard and has funny camaraderie with the Avengers. Loki has mostly been a villain but slowly transformed himself over the years into a hero alongside his brother and in his redemptive journey on his own show.
It's only fitting that Loki and Thor end their respective stories together (either in life or death) in order to provide closure for their powerful and complex brotherhood (reminiscent of how Professor X and Magneto have had their fair share of rival battles and have worked together to defeat common enemies). Perhaps Thor can appear in Loki in a cameo role where the God of Thunder reunites with the God of Mischief in an emotional embrace where they unleash their feelings and regrets about each other (and hopefully reach a compromise). Loki could also appear in a fifth Thor feature where the two brothers work together on a potential final mission to take down a new and stronger villain. Regardless of when or where, seeing Thor and Loki back together is must-see entertainment.