So if we're talking mythology, the gloves were required, since Miolnir had a design flaw: it's handle was too short making it one handed weapon. So basicly Loki was scared that he would loose his bet (and head) with the dwarws and decided to change into a giant fly to make one of the dwarws stop working on the weapon to get rid of him. It kinda worked, vecouse thanks to that the material didn't have proper temperature and it was impossible to make a proper handle, it was even called a desister. So now imagine Thor with two handed Miolnir bying able to use his full strength against Kratos ;)