I did always wonder exactly how the Guardians happened to arrive on Titan, and this makes sense, though was it ever explicitly stated in the film, or is this just what makes sense so we're all running with it?
In any case, Rocket, Thor and Groot were already preoccupied, or maybe the power of that star blocked out radio signals or whatever - who knows? One thing is for certain though, Thor knew Thanos was going to Earth, and he knows people there; it made sense that Thor would go straight to Earth as soon as he was ready.
What would have sucked however, is if Thor was running late and upon his entrance, Thanos snapped his fingers and Thor was erased too. Having recently (re)watched Infinity War, there's only one sequence that I actually dislike, and that's the one where everyone is in the forest fighting Thanos (how did they all get there so quick) except for Thor who arrives at the end - baring in mind he's arguably one of the fastest people on the ground considering his hammer can pull him off.