If you’ve seen Avengers: Endgame already, there must be loopholes you were thinking about. One of them is what happened to Loki? The film’s directors Anthony and Joe Russo have an explanation for that. We’ll be delving a little bit into the film so we’re going to keep the rest of this story under the cut for those who haven’t seen it yet.
After taking the Space Stone in the past timeline from Iron Man and Ant-Man, Loki disappeared and wasn’t seen for the rest of the film. According to the Russo brothers, Loki created a divergent timeline with the stunt he pulled.
When they were asked by Business Insider if Captain America was able to fix the messed up timelines at the end of the film, the directors talked about multiverses in the MCU. Joe said, “The intent was that he was going to correct the past timelines at the point that the stones left. Loki, when he teleports away with the Time Stone, would create his own timeline. It gets very complicated, but it would be impossible for [Cap] to rectify the timeline unless he found Loki. The minute that Loki does something as dramatic as take the Space Stone, he created a branched reality.”
Anthony added, “We’re dealing with this idea of multiverses and branched realities, so there are many realities.
Source: IGN