[Loki remained standing, noticing the others around him grabbing those loops along the ceiling; so he did the same. Which was a good thing, as he'd expected a lurch when the subway moved, but not quite as solid a lurch due to his standing.]

Because where people go missing it often signifies a rift in realms. Some find their way back, others do not or perish in the attempt.

[Loki could care less about the missing humans ultimately. They were a clue to what he was looking for, nothing more.]

Besides which, this realm is under the protection of Asgard, along with the other eight realms. Better to investigate and find the loopholes before others get hurt.

[Let the wizard think he was doing something good after all.]