He couldn't help it, he laughed. But after she agreed, in her sarcastic way, that she was in any way delicate followed by the description of how delicate she was, he had an amusing visual of her tip-toeing through the snow and undergrowth. It was a better visual than the one he had of what was actually going on with the wound, at any rate. So, he laughed.
When she said it was going to be a bit sticky, Loki did look up and over at what she was doing out of curiosity.
“No,” he answered, “I don't think anyone will come after us. Honestly.” Why would he lie about it when his own hide was on the line? Loki wasn't a fighter, he far preferred to flee from threats than stand his ground. If he couldn't talk his way out of it, he preferred to run. Attacking the jotun as he had was out of character for him, but what option did he have? There wasn't much of a chance of him talking them out of their prize.
Well, there was a chance, they were rather stupid. But it would have taken a lot longer and then it risked Sigyn saying something to blow the whole charade and then he'd have been back at square one.
He sighed. “And if by some off chance they do, I'll figure out a way to get us out of here.” It wasn't like he was lacking in practice at getting out of increasingly difficult situations. And even injured he'd be able to think of something. He'd turned Idun into a nut and flown her out of Jotunheim, that didn't require both legs or his butt, so it was an option he kept nestled in the back of his mind. Just in case.
Though, he was sure Sigyn had her own ideas. She was independent enough. An admirable trait in a woman, but also irritating that he kept running into her in some degree of trouble. And for some reason he was naked again. If this happened a third time it would become a tradition and given that he didn't want anything out of her that would involve him voluntarily being naked this was problematic.
At least he was fairly certain he didn't want anything out of her. It wasn't like she was the kind of woman to engage in the sort of activities he preferred. But her hands were soft, she was definitely nice to look at, and there had been something oddly comforting about her stroking his hair that made him all warm and fuzzy inside. But Loki rationalized that away as simply the side effect of her having cooked for him, well them, and now she had fixed up a wound.
He should probably work on getting his clothes back.