The name drops come across as just that: name drops. It's like people in real life who name drop others who are more popular than them. Sometimes they don't even know that person that well, but want to sound more connected, and anyone listening to them who don't know how well you really know the person might think you are on their inner circle. Coulson is really the only one who actually knows Thor from the agents of SHIELD. Even then, he knows him less now than some of the Avengers, since Coulson wasn't around in the final battle of New York and when they all went for Schwarma afterwards. As for Sif, how much did she really know Coulson from Thor 1? Sif only really came down to earth at the end during the battle with the Destroyer and around that time. Did she really have that much contact with him? And yet she herself was surprised that Coulson was still alive. Even if Thor mentioned it to her, would it have really meant that much to her, since he would've been one of many SHIELD agents there?