Steve is at least acclimating to both the heat and the scent of blood in the air. Not unaware or immune but enough to have it move to the back of his mind and not be a distraction. He'll take it.

"Trickery and Order with paperwork." He doesn't roll his eyes so much as pinch the bridge of his nose. "Sounds like the guy I worked for." Meaning Fury, at least Fury right now and some of his more recent bullshit.

As for the rest of that... Steve shrugs. "I'd probably he rather not be." That it not be Loki. He is tactically smart enough to spell out why, but... He'd really rather not have there be a step in there that involves opening earth up to this.