"It's a lot to take on faith. To come abandon your entire life for one of strange changes and wicked souls, all for the sake of a good cause..."

Loki trailed off, staring at her contemplatively, "I wonder if any of the wardens here were actually happy where they came from."

It isn't a question, which means it doesn't require an answer. He continues without waiting for one.

"I take it you've read my file? I spent some time in New York before coming here." aka: I nearly destroyed your precious city.