"I'm not here to threaten anyone." But he might threaten Loki if they keep testing his patience. Steve's not one to put up with their bullshit for long. "I'm going to ask them my question."

Because they're the ones that took him and Steve wants answers from the source. Not lies because that's what he expects from Loki.

"So, if you're confident I'm not going to start a brawl in the middle of a nice party, can you now step aside?"