Sif loved the dog; she was petting his ears and completely ignoring any potential drama. Did she hear the girlfriend mention? Well, maybe. Was she going to comment on it? Well, no.
She did look up, though, from her dog-petting, to say, "Yeah, I'm Sif. I don't think I really know anyone well but Loki invited me out since I was planning on getting drunk alone and apparently that wasn't a good way to spend a holiday." Sif rolled her eyes, but at least it was affectionate.