It's undeniable that Captain America is a great leader, but Thor seems to believe that he is at his best when he is fighting the system rather than leading the Avengers.
Years ago, the Marvel Universe was in turmoil following the Skrulls' attempted takeover of Earth during the classic Secret Invasion event. After Norman Osborn killed the Skrull Queen, he was named the new leader of S.H.I.E.L.D., which he refashioned as H.A.M.M.E.R. Osborn created his own team of Dark Avengers, and the Marvel Universe entered Dark Reign. Afterwards, Norman's greed and insanity eventually took hold of him, and he staged a siege on Asgard, which had relocated to Oklahoma at the time. The results of this military action was that Norman was eventually overthrown, and the legitimate Avengers once again took over.
Steve Rogers Is A Bit Of A Rebel
The 2012 issue Avengers #25 by Brian Michael Bendis and Walter Simonson, takes place between Norman's Dark Reign and Avengers vs. X-Men, which saw Earth's Mightiest Heroes and Marvel's Merry Mutants clash over the Phoenix Force's arrival on Earth. Captain America has been named the Avengers' leader and is faced with the brunt of responsibility and criticism that comes with the position. This weighs heavy on Captain America's shoulders, and Thor comments that although Cap is a natural leader, he's at his best when he goes against the system. This has become especially hard now that he is an essential part of that very system as leader of the Avengers.
This is a very interesting concept and idea with regard to Captain America. On the one hand, he's a symbol of American ideals and military authority. He's a natural leader and that's why he inspires people into battle. However, Captain America is also a man of utmost integrity and honor. This causes him to follow his heart when the system he's sworn to fight for goes astray. This is what Thor talks about when he says Captain America has a rebellious streak. Steve Rogers has no problem cursing off authority when he feels they are in the wrong.
Obviously the best known example of this is Civil War. Captain America was told to fall in line behind the Superhuman Registration Act and not question it. But he couldn't. Captain America believed in his heart that the law was wrong and went rogue. He went on the run and acted outside the law and against the United States. Thor acknowledges that this is a contrasting set of opinions, but it's very telling about Captain America as a character and a symbol. He represents both the American strive towards goodness, as well as the country's ability to lead. So while Captain America seems like the perfect man to lead the Avengers, Thor knows he should also have the ability to go out on his own.
Avengers #25 is now available from Marvel Comics.