Jotnar was probably catching on to the fact that Loki was really trying to avoid Sif; Sif, on the other hand, wasn't. She simply assumed he was taking riding very, very seriously.
Katie's hooves were, of course, completely clear of anything that could've really gotten stuck in them except -- dirt, which she certainly didn't care about. At least she was used to this, because everyone tended to check her hooves when they went outside. Maybe he was just a little weird? Paranoid maybe? She didn't complain.
"You're thorough," said Sif, once Katie was all haltered and set.