As long as Thor isn't doing anything that Zeus would do while in an animal form, Prometheus would tell him not to worry about. Hopefully the transformation is temporary, but everything the Titan knows about Nexus magic seems to suggest that.

"Well, my friend, there are worse things to be." He catches Thor sniffing at the paintbrushes and pulls them away. "Sorry, that's part of my costume. I need them to paint happy little trees. But hey, maybe we can get some snacks instead, what do you think?"