When he mentions Asgard, she's taken back a moment. He's not the first one who claims to be from there. The other is a man is one she's gotten to know at least a small bit. Someone who's company she's enjoyed. Perhaps they know one another. Of course, Asgard was probably as large as Atlantis, and the likelihood that they did know one another was small. Still, it wouldn't hurt to ask.

"You're not the first Asgardian I've met here. Do you happen to know of a man named Loki?"