I hated this scene because he got pushed into a corner with that question, Loki had no choice but to say no because if he didn’t that would mean that Odin was his father as well.
"One of the most interesting conversations Chris [Hemsworth] and I kept having was, ‘What does Loki want in the end?’ What does he want? I was unable to come up with a definitive answer. Perhaps because I don’t think Loki even knows. He’s become so accustomed to occupying opposition. Whatever the status quo is, he’s opposed to it. That’s why he’s a trickster, a shapeshifter, a deceiver, a strategist, a manipulator." (Hiddleston)
Loki Week: Day Three - Magic
An Old Norse term for a type of sorcery practised in Norse society. Seidr practitioners were of both genders, although females are more widely attested, with such sorceresses being variously known as vǫlur, seiðkonur, and vísendakona. There were also accounts of male practitioners, known as seidmenn, but in practising magic they brought a social taboo known as ergi onto themselves, and were sometimes persecuted as a result. Within pre-Christian Norse Mythology, seidr was associated with the god Odin, as well as the goddess Freyja, a member of the Vanir who was believed to have taught the practice to the Aesir.
Thor brought you back, Loki. He loves you. And that means he’ll take care of you. He’ll always take care of you. —Thor #621 (2011)