There's a barely audible snort at the Captain's particular lack of observation skills before Loki dismisses it. After all, as he's said, it's out of the way and done with.

Arching an eyebrow, he fixes a sympathetically curious look on his face. "Are you entirely sure about that? Weighed all the pros and cons?" He's entirely considered the possibility the mortal would be too noble as to accept straightaway and he's planned accordingly, so it's not too terrible a misstep in the greater scheme of things.