[That's the big ticket question, isn't it.]

Worried, sure. But threatened? The thing is, we don't know much about Loki's magic without the aid of the Tesseract. He could be tough shit, even with the dampening effect. I don't know what might be worse--him thinking he can gain an upper hand here, or him realizing he can't and he gets desperate.

[Without Thor or SHIELD's records, they just didn't know enough about Loki. They're dealing with hypothetical upon hypothetical.]