It's not just the large scale battle scenes that are harder to enact on stage. The feature that modern comics share with the modern feature film is the close-up, the changed perspective. Stage whispers denote closeness to the audience in the round and that is a different experience again.
But note this picture. It's just Thor striding through the halls of Asgard
Now the problematic aspect to capturing this scene on stage is not any prohibition against depicting a god, since theatre and, indeed, all the arts have devoted an inordinate amount of energy to depictions of the Divine.
[Stan Lee notes in his 'Origin of Marvel Comics' that his first idea of having 'Super God' in a comic book would offend sensibilities but he could readily take from a dead religion (though he got the mythology wrong as the Thunder God is the one Asgardian who cannot cross the rainbow bridge to Midgard)]
Nor would a deft playwright worry about getting the narrator to intone the purple prose in the caption boxes.
The real difficulty is in capturing the impression we get from that panel. You literally cannot reproduce it on stage since only a percentage of the audience will see this profile. Perhaps there is no sensitivity about audience in the round seeing the back of this god but it changes the experience significantly. The same is true of those theatregoers seated in the balcony, where the actor playing a Norse god is reduced in scale.
Perhaps the narrative is necessary! "The Lord of Lightning is grim-visaged is he dear?" "Well I can't really see past this guy's boof head!"