I think that hit me as a joke more because Thor and Odin were already speaking and behaving like modern-day mobsters without the fantasy overtones that Freya and Baldur used when talking.

Especially because using Mjolnir as a defibrillator was genuinely funny but also implies that these Norse gods have defibrillators.

Someone suggested to me that Kratos would be forcibly healed just like how he taught Atreus to do in the previous scene and I think that would have worked better

You make a good point that the characters don't break the fourth wall, that helps