I keep watching those last two gifs of the coronation scene you posted, and what gets me is how fast he goes from laughing and playing a role to miserable and alone, because when he says that last line to Frigga, he's not laughing. He's not joking. He's looking right at her and saying "what could possibly make me feel worse?" Abandoned. Alone. This is his worst nightmare. His worst fears realized. And if he wants to drown himself in fantasy, he will.
It’s that. Like I said. Loki was in a cell, alone, no one came to see him. He was there for hours and days rehashing and stay in his fantasies and dreams. There was his mother who came to see him and in secret. His mother brought him books to try to pass the time in those four white walls. So, of course after days like this, you lose the feeling of what is real and what is false. So when he said the last sentence, he becomes serious and it’s true. What’s worse? Now, he was in this prison. Alone, abandoned. It is only his mother who still believes in him and she was hope for him. To see changed and see her second little son again as before.