It seems that before Hela invades Asgard, Skurge the Executioner is already the guardian of the Bifrost, apparently replacing Idris Elba's Heimdall. With Loki masquerading as Odin, he likely deemed it prudent to get rid of the all-seeing watcher of the main entry point into the Asgardian capital.
"My character is operating the Bifrost device and suddenly Cate Blanchett walks through the Bifrost and I very astutely realized I either joined her or die. So my character is a survivalist. The journey of Scourge is really ‘OK, now you made a pact with the devil and it comes with a price.’ That price is constantly upped through the movie and that is his journey."
In the trailer for Ragnarok, we seem Heimdall has vacated his post as Bifrost guardian and some fans have speculated that his bewildered look is a sign that he has a bit of amnesia. With Loki on the throne and impersonating Odin, it's likely Heimdall would be the only one capable of seeing through the disguise.
Also, what price do you think Skurge has to pay? Perhaps there's a certain Enchantress whose life hangs in the balance?
Thor: Ragnarok hits theaters this fall on November 3.