[Snowflakian]

On principal you'd think Thor would. Especially with the rich mythology behind him. For some reason though, he's a character that has mixed appeal to children. Ironman even with his flaws, seems to appeal more to kids because really anyone can be the man in the suit that tony designed(as Rhodey showed in IM2). The same to how kids can relate to spider-man and how any one can be under the mask. Cap has the same notion of everyday weakling becoming a superhero.

Thor on the other hand, is just that, a god. He appeals more to those interested in the aspects of Norse mythology as opposed to the everyday aspects of the other three mentioned. Other than his epic battles, he doesn't really appeal to kids that well. Not until the older ages really towards early teens. Marvel's attempted many times to rectify that and humanize him moreso. One of the best attempts being the new young Thor animated movie.

Now as I said, I'm aiming that at for kids. To some they love his fantastical nature and fantasy basis, to others, it's off putting. He's essentially the LOTR of the Marvel universe which makes him less universally appealing as compared to the others.