It's hinted at. Pietro has the Darkhold, and he wants to use it to find Wanda. Loki shows up and whisks the Avengers away. Pietro is shocked and furious that Bova didn't tell him about Wanda's involvement.
This is logical. Only the original Vision would be as quick to realize that This Is Not Wanda, and he's gone. However, Pietro will now seize upon any excuse to track down the new guys, and Loki can't keep him away forever without doing something that could break his cover.