To say that Arnold was pissed was an understatement, unlike any other god, have ever heard. He despite his hatred towards the gods decided to treat them with kindness and respect, and what did he get? Yet another betrayal.
Arnold had thought after leaving them with the Asgardians, they'll be able to keep everyone in check. But quite the opposite happened. They were the ones who took it upon themselves to try and keep his, their master's, strength in check by sending Surtr away before Arnold could include him in his army.
No matter how Arnold saw it, it was nothing but an obscene betrayal of trust he had put on both Heimdall and Thor. Well, actually, Arnold wasn't surprised by what Thor did. After all, he had proclaimed that he will not tolerate anything against Asgard so it was obvious that he was acting in the interest of Asgardians.