Thor doesn't mean to make Steve self conscious, but he's not the most self aware at the best of times! He knows Steve can be a little awkward, but it doesn't stop him from being overwhelmingly. well. Overwhelmingly Thor.

"That sounds like an interesting concept." He strokes his hopelessly smooth chin curiously. "Tell me more of it! How does it work? Perhaps you should do a demonstration for me!" He may just want to see him run around.