Except Odin is a trickster, mostly, and uses guile and persuasion to get his way. Read in the Poetic Edda where he constantly outwits opponents and leads by example, rather than raw authority. He isn't bluster and thunder, he's the wise voice that couches an insult in so much flattery that you never see it coming.

Of course, Odin is also fated to die in the jaws of the Fenris Wolf and there's no way in Hel's domain that Loki would ever be allowed near the halls of Asgard, but that's Marvel's take on the Norse faith.