Well, yes, Sif already knew Thor -- as the vet student. She had no idea he was Loki's brother, and also rather obviously by her eyebrows didn't really believe he was Loki's brother.
They didn't look much alike.
And Sif, unlike Jane, who seemed to be smiling and not looking completely clueless, wasn't aware of the fact that Loki had been adopted and then un-adopted; Sif didn't have the backstory at all.
So she managed to sound stupid, as she led Jotnar in that direction and pointed out, "We've met," and then, "Your brother?"