I am currently thinking about my HCs for MCU!Asgard's gender norms and the fear-mongering associated with those that stray from them. These are inspired by comics where Loki was the "vile sissy villain."
The people of Asgard are convinced Thor has positive feelings towards Loki due to mind control (like those comics were Loki tries to get Thor to magically fall for Amora or Lorelei so they can control him). They can't fathom why someone as perfect as Thor would genuinely care for "someone like Loki". To further elaborate on this, it makes it hard for Thor to not blame his fuck-ups on Loki. As it's assumed Loki somehow was to blame. When Thor tries to own up to his mistakes, it's assumed he's being noble, humble, and taking the blame for Loki. This, among other things, causes Loki to resent him.
There are rumors Loki's shape-shifting abilities were gained by killing the beings Loki intended to shape-shift into. Many believe they killed a woman and many creatures to be able to take their forms. Men will threaten the Spare if they get near a woman or child, excepting Sif, who has been known to be capable of kicking their ass (and is in turn also viewed with derision and treated as if she doesn't know what she's doing).
My take on the horse myth for MCU!Loki is that it is also a rumor started because the "unmanly" Loki was seen as a "pervert that would fuck anything that moves". Sleipnir being Odin's grandchild is the most popular conspiracy theory in Asgard. Plenty of tin-hatters out there ready to rid Asgard of Loki's "perversity".
