Those words, those simple words, were enough to give Loki some hope that his family would be alright. Odin would try, he would count on that. And really, that was all he could expect. It could already be too late, but the Trickster did not want to dwell on that. Instead he would cling to hope.
In the meanwhile, as Odin departed, Loki was faced with the reality that this shack was no longer a safe place to lay low. Instead it was out in the open enough to draw attention to him. He would need to leave this place, brave the open world in hopes to find a place that was more secure. More hidden.
And he probably wouldn't be able to sustain his normal form for much longer. He would have to take another form and try as best he could to blend in.
It was time to go.
"Goodbye," he said partly to Odin as his blood-brother left and partly to the family he was sure he was never going to see again.