"Because I think this hammer might be related to them somehow." Wanda straightened up, pushing her hair back so it was out of her face. She was quiet, letting her statement sink in before continuing. "It might seem silly to you, but I'm of the belief all the different pantheons of the world exist in one form or another. It's like magic. Belief in it is dwindling, but that doesn't mean it isn't there affecting us. They just aren't as overt about their influence - well, most anyway - than before.
"But yes, the hammer," she said, getting back to her original subject. "I think it may have a relation to the Norse gods. Based off of the symbols, shape and magic surrounding it, I suspect it might be Mjölnir, though why it would be on Midgard - Earth - baffles me."
Wanda actually did know the reason, or as much as anyone in SHIELD knew, but she needed to keep some secrets.