Actually, it's probably better if Loki is someone else's Trojan Prisoner since he's probably Public Enemy #1 for bombing a park (with an illusion-dispelling spell) and quite possibly other disruptive acts. If Leia wants to be the fake defector, she could try "tricking" Loki into getting captured, maybe with the rationale that he's clearly dangerous and untrustworthy and she'd rather he be in Diagad custody than allied with the Treckers at all, on top of whatever she tells them about why she wants to defect. Though he would definitely want some sort of escape plan before agreeing to it because he doesn't really want to be cooped up in a cell, much less interrogated and possibly mind whammied into giving away more than he intends. Despite his volatile nature and his posturing he truly does not want to cause unnecessary trouble for the Voidtreckers because their mission reminds him of his first experience outside of his own universe.