Whether or not Jotnar knew grammar properly was entirely outside the point, though likely no one would doubt he did (certainly not the rather distracted Jane Foster). However, Jotnar was also likely trying to run after Loki, which left the very surprised Sif moving just as swiftly as the two men to snatch up the leash Loki dropped.
And to stare, looking completely bewildered, and then turn to the dog as if he held the answer and ask, "Who's that, then?"