While the appearance of four new Lokis likely drew a lot of viewers’ attention away from the surrounding scenery, the totally decimated New York City surrounding them provides some insight into what’s going on here.
Seems like a way safer and quieter move, though it’s not automatically understood why Sylvie couldn’t have just gone this route instead of how she handled things.
Given what we know about the tactics Sophia Di Martino’s Sylvie used to avoid being detected by the TVA, it would appear as if this multi-species quartet of variants have been hiding out in the aftermath of a major disaster, as opposed to living in the midst of everything going haywire.