Because it had to be done. In the same AU as 'Daddy's Little Girl'. Also for the sake of merging the timelines, this takes place the summer before the events of Rise of the Guardians.
The Avengers had gathered in Central Park in order to send off Thor and Loki with the Tesseract. As the cube was being handed over to Thor the wind suddenly picked up and storm clouds covered the previously clear sky. At first everyone was just sort of confused. Then the strange woman in a long green gown with black hair that matched the gown in length, meaning both were settled on the water as she stood upon it, appeared.
They may not have known who she was but it was clear Loki had some idea as he was suddenly wide eyed and trying to get his hands on the Tesseract, though apparently not to take it. He seemed to be motioning for Thor to hurry the hell up and get them out of there.
"Loki!"
Before the woman could advance, Loki had managed to get hold of the tesseract and trigger it, sending him and his brother back to Asgard in a flare of blue light. The woman scowled, seemingly frustrated. She sent her gaze over the Avengers before turning from them and being raised up in a rush of wind.
"Does anyone know who that woman was?"
"No, but she seemed to scare the piss out of Loki."
Tony gives Steve a shit eating grin, but the subject is dropped and they all go their separate ways.
On Asgard Loki is kneeling on the Bifrost looking relieved as Thor stands over him.
"Brother, that woman had you terrified. Who was she?"
Loki just glares at Thor, clearly not wanting to tell him, though the gag would have prevented that even if he had wanted to share the information.
ROTFLMAO, I loved writing this even if it is short. Comments are much loved.