Jane Foster: [slaps Loki.] That was for New York!
Loki: I like her.
Loki: It's not that I don't love our little talks, it's just... I don't love them.
Volstagg: If you even think about betraying him...
Loki: You'll kill me? Evidently there will be a line.
Loki: Malekith! I am Loki of Jotunheim, and I have brought you a gift! [Throws Jane to the ground.] I only ask for one thing in return; a good seat from which to watch Asgard burn.
Frigga: Please, don't make things worse.
Loki: Define "worse."
Sif: I have this completely under control.
Thor: Is that why everything's on fire?
Chosen answer: The Tesseract on Earth posed a great threat to everyone. Thor wanted to get it and Loki to Asgard as soon as possible. If he first had to track down Jane in Norway, that could take a while and leave the Tesseract vulnerable.
Friso94