After past Hulk messes up the initial Avengers: Endgame plan, Loki is able to obtain the Tesseract and escapes captivity.
Loki is never even mentioned again in Avengers: Endgame, which is a glaring omission.
Breaking the mystery, Loki is in Avengers: Endgame, albeit briefly.
Ever since then, MCU fans have been wondering if the God of Mischief will show up in Avengers: Endgame with all of the talk of time travel and the Quantum Realm.