The Thor and She-hulk pairing by Aaron is just one of the many bad ideas by the writer. I would be ok with it if Jen doesn't talk like the way she does. As She-Hulk, she's obviously mentally impaired. In some jurisdictions, if one has sexual intercourse with a mentally incapacitated person, he or she is guilty of Rape in the Second Degree. A mentally incapacitated person is incapable of giving consent to sex.
As for the scene in Immortal She-Hulk, it didn't seem like they were going for more than just two friends working out. She-hulk talked to Thor regarding immortality, a subject that is obviously bothering her. It's only logical because Thor is one of the few Avengers who is considered "immortal". But there was nothing intimate about it.
But I did enjoy Thor telling Jen that he recently killed Galactus....yeah, that was awesome.
Thought that was now his main squeeze!