Heimdall sent Hulk crashing directly through Strange’s ceiling because, really, he is rather fond of Loki, and wants to do him this solid.
He’s fond of him because he’s the most entertaining to watch. Loki is basically Heimdall’s favorite TV show.
Loki: *sobbing* don’t tell me it was that woman!
Heimdall: *eating popcorn* i love this show