Thor made the right decision as she'd known he would once she informed him of their accidental folly. A few years ago he might not have but Thor had changed for the better. He even apologised to it as she backed up out of the area entirely. That was unexpected for Midgard. The last time had been a much simpler landing. Once free of the area though Sif turned to her friend and pondered their situation.
"Its not just me is it? This is unusual. You were on Midgard but I suspect with Jane Foster and I was returning Lorelai to her cell as your father commanded I do. I did not come here via the bifrost and I know none of Loki's secret passages from our realm. So what power was able to take me from there. Perhaps that guardian though I know not what she would gain from it."
It was complicated. But it was also entirely within the realm of possibility. Sif had learned long ago not to be surprised by anything.