ViggNash's excellent answer addresses perfectly the case of Thor's powers.
As for Hela, we don't know the exact extent of her powers. She is called the Goddess of Death, but she is not depicted as a ruler of the Underworld who can decide who can live and who has to die. All we know is that she is a ruthless, merciless, relentless killer. Goddess of Death may be more a title than a real power over death.
Anyway, it is well-known that, in comics, death is not a permanent thing. And this applies to the MCU, as the resurrection of Agent Coulson showed us. Since in our non-comic world, death is the universal constant that all living forms must eventually face, we can infer that nothing is absolute in comics: nothing is unkillable, nothing is unbreakable, no knowledge is unreachable,...
In our specific case, note that Hela is killed by Surtur, whose function is precisely Ragnarok, the destruction of Asgard. It is not far-reached to assume that Surtur has the power to destroy the Asgardians as well.