Loki was bewildered at the behaviour of the mortal that had emerged. Did the human race tend to wake up crying or was this specific behaviour? It was certainly not a reaction to the current change of bodies - unless Dan's abilities allowed him to have an insight even his own body struggled with, young Brenna should have no awareness of what had happened.
This did not mean that Loki would get any closer to the horrified Viking. Crying women had never appealed to him. And as this was not his own family, he had no want to get involved.