It was true, Nick hadn't been aware of Magneto's plot to kidnap Anthony. But it wasn't like he hadn't expected the mutant would strike against someone close to the Avengers. It was just a matter of who and when. He'd known as soon as Wicked was back in New York, had tracked her movements to Hogan's apartment and, if she hadn't lost her nerve, would've waited to see where this would go in hopes of at least catching a few other Brotherhood members. So if he wasn't guilty in action then he was definitely guilty in thought and so he kept his mouth shut through their accusations and only gave a terse nod when Wicked offered her well-meaning but undeserved defense of him.
"Any intel we might have had was classified anyway. Sorry," he explained shortly and kept a hand on Wicked's shoulder. "If you don't have anymore questions, I'd like to send my agent to headquarters." He looked between the couple, his face a mask of neutral indifference.