Which Gabriel notices before even visually registering it; as one might imagine, Loki is the sort of supernatural presence that one tends to notice if attuned to these things.

He could probably point it out in a normal, helpful way. A 'hey, look who's not over there any more', for example. Or 'I wonder where he's gone, hopefully not to lay waste to anything nice'. Or 'guess you can keep the blood for later'. Any would have been reasonably appropriate, unlike what he actually does, which is to say,

"What is this, hide and seek? Fuck it, I'm going home."

With which he disappears, presumably - as he says - back to his house. Responsibility's not his forte.