“No,” Loki said, firmly. “And the word of her being at her mother's are probably true. And I'm not about to go knocking on Holda's door to find out given my rather... abrupt departure without warning or word or thanks for her hospitality last time. I don't really want an earful for that and I don't really want to explain that I had to leave quickly for Sigyn's well-being.” He drank a hearty bit of mead and grabbed another treat out of the basket. Maybe getting fat was a good idea. Then she'd leave him alone all on her own anyway.
He went on and explained why he fled Holda's so fast, why he had spent months avoiding Sigyn at ever possible chance for her best possible benefit only to come home from a long trip out of Asgard and find her laying naked in his damn bed...which while he didn't see anything and certainly didn't take advantage of her -though he doubted anyone would believe that, there was a lot of misunderstandings and she hit her head and it was bleeding and she was crying... and everything after that.
Loki then pulled the brooch out of his pocket, set it on the table, looked up at Thor and gave him a look. Meaning that if anyone else tied this together, they would blame him for Sigyn's disappearance, which wasn't exactly wrong, but he had not control over her over-reacting, and he didn't even do anything wrong... and he really didn't want to take the heat for any harm that came to her for it if he didn't have to, nor did he want her to suffer any unnecessary reputational problems since she was... from as best he could tell... completely untouched, and would have a better chance with a future with someone else if not deemed ruined and it wasn't even true.