Banner says the two of them have "some things to hash out". This is an internal conflict. He didn't say Hulk is afraid of Thanos. That's completely out of character... completely.
Thanos wasn't around when it was The Maw and Cull Obsidian fighting in NYC. Hulk wouldn't be afraid of them.
We know that this is a 3 part story arc for Hulk and Banner. Hulk was in the driver seat in Ragnarok, Banner in Infinity War. The two sides of this green coin are in conflict. They've never really seen eye to eye and in this film when Bruce is requesting Hulk to come out, he refuses...
Part three of this story is Hulk and Bruce finally working together...