Remember that Therin is new to Riften himself. He hadn't had time to form personal bonds with the people or the place before it was destroyed. Don't get me wrong, that thing is definately on Therin's hit list, but its more of a professional hit than a personal one, right now (and professionally, Therin failed). However, if he forms a bond--or bonds--with someone(s) in the group, and they get attacked in the future, it may very well turn into a personal vendetta.
As for the god-mocking, I had previously thought of something that would explain why he didn't take it personally, but couldn't find a good place for it in my last post. Maybe, if someone questions him further on the event, I can say his stance on that.