[ This is a problem. He knows he can manage by himself (probably), but it's hard to explain that to a stranger and have them believe it. The perils of being like three and a half feet tall... ]

I'm Loki. You're a good girl, Mai. I understand that you're worried, but I promise I'll be fine. I've been in worse situations than this.

[ Maybe he can convince her with a Serious Demeanor. ]