At the beginning of Avengers: Infinity War Thanos invades the Asgardian ship and Heimdall decides to help the Hulk, instead of Thor or Loki.
Attention SPOILERS of Avengers: Infinity War. The movie started strong, as we got to see Thanos with the Power Stone attacking the Asgardian ship. At that moment Heimdall, Hulk and Thor are easily defeated, as the great villain wants the Space Gem that has Loki.
Heimdall has the ability to use the rainbow bridge to move anyone through space. With his last breath, he helps the Hulk and sends him to Earth. More specifically, it lands on the Sancta sanctorum from New York where you live Doctor Strange. Transformed into Bruce Banner, he tells the Sorcerer Supreme that Thanos is coming. So they decide to contact Tony Stark / Iron Man. A brilliant and simple way to reunite the heroes and make the plot of Avengers: Infinity War fast forward. But … why did he save the Hulk and not Thor or Loki?
The normal thing would have been for one of Odin's two sons to help, more specifically Thor, since his death would be a real misfortune for the Asgardians who had already been decimated. But the directors of Avengers: Infinity War chose to help Hulk and the reason is not explained. But there is an interesting theory that could shed some light on the matter.
Heimdall decided to save a new partner at the expense of two people he had known for thousands of years, and it makes some sense within the context of both the Marvel Cinematic Universe and Avengers: Infinity War. Obviously, there were no guarantees that Loki would simply not disappear and try to hide from Thanos, so he would never be the candidate to warn the Avengers of the impending threat, especially when he had previously tried to enslave the human race.
Thor, meanwhile, had already seen half his race wiped out, but Heimdall knew that he would never flee a battle. So it was about sending someone to warn the heroes of Earth. Remember that Heimdall can see everything, so he knew Banner's connections to Tony Stark and Captain America. In fact, perhaps he was the only one who could bring the two of them together. Therefore, inside that ship, he was the right one to travel to Earth. In addition, that caused Thor to travel the Universe in search of a powerful weapon and his arrival at the end of the battle in Wakanda was one of the most epic moments of Avengers: Infinity War.
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