Wanda can't help but be struck by how pure Loki is despite whatever nightmare she's gone through to end up here. Mere moments ago she was begging Wanda to stay and now...

"Hush," she whispers, again laying her finger on Loki's lips. "It's all right. I can stay tonight." She can reach out to Pietro to reassure him that she's okay, and besides, Strucker won't let the twins in the same room yet. 'For their protection,' he tells them, but they could never hurt each other, no matter how tenuous their control over their newfound powers. He's afraid of them, he just thinks Wanda can't see it if he tries to project an air of sincere concern.

So go back to sit in a cold cell by herself, or stay here with someone who needs her where she can be warm and held through the night? It's really not much of a choice.

The man mutters something about getting their dinner and leaves and Wanda lets go of a breath she hadn't realized she was holding and curls into Loki. She saw how the other woman had tried to shield her. Oh, Loki...Wanda can only imagine the terrible things that must have happened to her to make her like this.