"They tried, but we got away from them," she begins. Wanda wraps an arm around Loki's waist to help support her. As long as she has one arm free, she can still defend them from any stragglers. "I'm...I'm with the Avengers now. We have been looking for HYDRA bases and I have been looking for you. And this time they won't be able to keep either of us."

They'll be fine for sure once they get back to the others, but the sooner she gets Loki on the Quinjet, the sooner Wanda will be able to relax. There's at least some basic medical equipment on the Quinjet to tide Loki over until they get back to the compound.