I believe this choice was perfectly made. Odin didn't kill Frigga's executioner, nor did a random warrior, not even Thor. It was Loki, to whom the love of his mother meant the most, yet the only one who wasn't allowed to say the last goodbye.
He wasn't kidding. Trust his rage.
All I have to say is the tragedies amassing this year have only been made more profound by the loss of #ChadwickBoseman. What a man, and what an immense talent. Brother, you were one of the all time greats and your greatness was only beginning. Lord love ya. Rest in power, King.