De acordo com esta citação do Taika Waititi:
Director Taika Waititi explained the scene to HuffPost, saying, “The last shot is Hulk coming down on Thor after he’s been electrocuted, and then it cuts to another scene.” He continued, “I like to think that the Hulk — even though we didn’t shoot this — I like to think that the Hulk told Grandmaster or the guards that he wanted to keep Thor as a pet.”
Então eu acho que
he was knocked out. Which meshes with Thor being bewildered and unaware of his surroundings when he woke up in the Hulk's bedroom.