It shows his vulnerability. Loki, who is often seen as a complex and sometimes devious character, is stripped of his usual facade in this context. His miscarriage could be a turning point that makes him more empathetic.
In the fanfiction, Loki's hatred for Asgard might make him more of an anti - hero. In the original canon, he has complex relationships with Asgard, but not always pure hatred. Here, his actions are likely to be more extreme as he is driven by this strong negative emotion.
Writers can also depict Loki as a character who is on a journey of self - discovery. His intersex nature is just one part of who he is, but it has a significant impact on how he views himself and his place in the world. He could start off as a more withdrawn character, but as the fanfiction progresses, he becomes more open and confident, especially with Thor by his side. The fanfic could explore how Loki's intersex identity shapes his relationships not only with Thor but also with other Asgardians.
In many Thor Loki Avengers fanfictions, Loki's character development often starts from a place of being the villain. He then gradually realizes the value of his relationships, especially with Thor. For example, in some stories, after seeing the loyalty of the Avengers to each other, he begins to question his own actions. He might start to show remorse for his past deeds like the attack on New York.
Loki might become more empathetic. Usually seen as a bit of a trickster, having a girlfriend could make him understand others' feelings better. For example, he'd have to consider her emotions when planning his schemes. He could also become more protective, using his powers not just for his own gain but to keep her safe.
A strong - willed female ninja could be a great choice. She could bring in a different set of skills and a unique perspective to the story. Her stealth and combat abilities would complement Rikuo Nura's own powers.
Loki's character could develop in terms of his understanding of power. Through the abuse, he realizes that power can be misused like Odin does. So he may strive to use his own power in a more just way. He might also start to question the Asgardian way of ruling which is based on Odin's actions.
Well, 'Loki's Unlikely Ally' is a really interesting fanfic in this category. It starts with Loki being initially suspicious of Female Tony but as they work together on a scientific project that could save their world, they start to see each other in a new light. There's also 'Tony Stark - Female Version and Loki's Encounter' which has a unique take on how their personalities clash and then mesh in a rather exciting story.
Maybe Loki pretends to be a mortal female to infiltrate a powerful wizard's lair. He has heard that the wizard has a weakness for mortal women. As a female, Loki is able to charm his way into the lair. Once inside, he discovers that the wizard is planning to use a powerful spell to take over all of Asgard. Loki then has to figure out a way to stop the wizard while still maintaining his female disguise.