Loki was tired. Eventually the darkness had lifted and he'd returned home with Sigyn, but the damage had been done. He'd spent all that time acclimating her to the fact that Ragnarok wasn't coming, that this was their lives, and it had all been undone in one weekend.
He was also tired of babysitting Mjolnir. It had been months, months, and Thor still hadn't come looking for it. It made Loki sad, really, that Thor thought everything should just be handed to him. He'd meant to teach the son of Odin a lesson (a lesson he was sure Odin would teach himself, were he actually around), but he got bored with the cat-and-mouse. He had to focus on Sigyn, now, and did not have time to deal with Thor's tantrums.
So, Loki decided to pack up the hammer and bring the thing straight to him. He planned this to be a drop-and-go situation, as he didn't want to leave Sigyn home alone for too long, so when he arrived at the site, he merely walked up to Thor (not too close, though - he wasn't stupid) and said "Hey. Ennilangr."