yeah its the problem with doing an integrated universe on a finite budget, at the end of the day you have to work within the actor pool you have access to.
Does it make sense for Loki to timeskip back to his dad and talked through some ideas. Absolutely. But perhaps they can't afford or get Anthony Hopkins for the part, so they drop that idea.
Of course there are ways to have your cake and eat it too. You could just show Loki do a skip back to Odin (his back turned using a double), and then have Loki start talking to Odin while the scene fades to black. We as the audience miss out on what is said but we then know that Loki is consulting some of the big players (which closes the narrative gap).
I'll use another example. In No Way Home....ok Spiderman has been outed to the world, its a REALLY tough time for him. Not a single avenger comes out to console him, help him out? Thats insane! Again actor budget, but an easy workaround. Have Peter recieve a letter, signed by all the avengers (fake signatures likely unless you actually can get the actors to sign it). The letter says they are all behind him 100%, rooting for him, etc etc. Now is that as good as getting actual actors to come in and talk to Peter of course not, but it at least tells the audience "yeah the avengers are not total a holes, they are present in the story". I am sure most audience members can respect you can't get the whole cast into every movie, but that dosn't mean you can't use just a few narrative tricks to convince me they don't just poof out of existance when its not their movie.