How would they have contacted him? Even assuming they knew where Thor was, I'm sure Hydra did, too. A phone call to Foster's apartment in London would have been, 1) intercepted before the ringtone even went off; 2) alerted Hydra to where the good guys are calling from. Contacting him directly would have required crossing the Atlantic first, at which point you now have an alerted Thor. . . after Insight has gone online and ten million people have died.
Also, something I hadn't considered before: if the Insight helicarriers are fully operational and at combat altitude, then Thor has the problem that he can't interpose Mjolnir in between all of them at once. If he makes an attack run on one, the other two can open fire on him. He's bricky, but those were a *lot* of big guns. I could easily see Thor taking out the three helicarriers only to fall and succumb to accumulated wounds ( from being shot about a hundred times by giant artillery shells ) afterwards.