I would think that maybe he doesn't do it for a long time as it will start getting hot from the bolts. And really how much energy is it using up of the atmosphere to take that and change it to lightning.

Let's also not forget: Thor was essentially a sitting duck up on the Chrysler building (I believe). After that first attack, the Chitauri would no doubt be on the look out for any more potential lighting attacks from a high rise building and target him exclusively.
I don't see how he'd have another chance to use the same tactic.
Seize the moment, 'cause tomorrow you might be dead.

Either he can only sustain that amount of lighting for a limited time and/or because of his attack the Chitauri stopped sending troops through the portal (I mean, they did just see 2 of their leviathans destroyed at the entrance to the portal). I mean, what point would there be to babysit a portal with little to no troops coming through when his skills could be put to use elsewhere in the city against those that had already come through and still causing massive amounts of problems?
Nillindeiel
Agent Hill:
Then aliens invaded New York and were beaten back, by among others, a giant green monster, a costumed hero from the 40's. and a god.
Agent Ward:
I don't think Thor is technically a god.
Hill:
Wellyou haven't been near his arms.
~Agents of SHIELD; Season 1 Episode 1 "Pilot"