ooh, i would totally be up for having loki have something to do with her getting separated from the group! his reasoning could be that sif will ... be less trusting than thor (as an aside, i still love that thor spent the dark world all LOKI WHEN YOU BETRAY ME———!!! followed immediately 'oh yeah my bro's a big fan of illusions and lying, but he was definitely killed just now') and he'd want to ascertain where she stood WRT his death (or if she's even aware etc etc, canon points blah blah blah), and that's an encounter — for him, in his opinion — best dealt with away from thor?