I mean, Loki did "die" in Dark World, and that was glossed off in it's own film.
It's also a comic book franchise, based off of material that kills off it's characters, only to bring them back in various scenarios and circumstances.
I would however, love, if this was set entirely in-between Dark World and Ragnarok, focusing on how Loki led Asgard during that time, along with exploring the nine realms..