The arrogance of SHIELD amazes Loki.

Did they think he would just forget that they stole from him after the incident with the green ogre? Ignore the fact that they thought he would rot away in an Asgardian cell for his alleged crimes against humanity, or that his brother thinks him dead, or even that he needs no wand nor scepter to wield his magic. Those are all beside the fact that the SHIELD ants stole his beautiful scepter from him and Loki has every intention of getting it back. His only obstacle is that he has to wait for the right time, and he doesn't have the freedom to come and go from Asgard as it pleases him. He has responsibilities and... subjects who need him, and all these disgusting chains that keep him place against his will when all he wants is the freedom do whatever he wants when he wants it.

He has plenty of chances, but when he finds out that the monkeys have found out how to utilize it, and later when he understands what they are actually trying to do with it, he's too curious to break up the party. He wants to see where those experiments leads him. If they make him something useful, he might forgive them for stealing his scepter he tells himself. not likely

He likes the twins from the very start and from the moment he realizes that they will live through the trials his plan is to take them, but the Avengers ruin that plan pretty fast (typical) and Loki finds himself scrambling for a new one while the world is hurtling towards a potential end. He wants to take them both, but risk of exposing himself is too high and the one who is now presumed dead is the one he can snatch out of there quick and easy. The girl can wait for another time, but he will take her when the time comes. These two were made with his scepter. Simply put, they're his.

Loki takes the silver haired one with him to one of the many many realms he has access to. It's outside of Asgard's reach and there's little there but flora and fauna. Which might be boring, but he has a little hovel deep in dark woods where he hides from time to time, and there he has everything he needs to heal the boy and drag him back from the brink of death.