Loki flew off in a rage, and Helen hurried after him. Though she had returned this time with the duty of protecting Asgard Palace, the most important thing in Asgard Palace was Loki. If Loki left, there was nothing worth protecting in that shabby house. On the other hand, if Loki got into trouble after flying out, they would truly be finished. So Helen did not hesitate and flew out of Asgard Palace as well.
But she had actually gotten one thing wrong: that shabby house, Asgard Palace, truly was not worth protecting. It was merely Odin's family residence. While it held some symbolic significance, Asgard had never cared much about such things. If the house was destroyed, they could simply build another. What truly mattered here were two things: Thor's crown and Loki's Scepter.
Of course, Helen would never have imagined those items were important, because the Infinity Stones had stopped working long ago. Thor's crown usually served only as decoration during major festivals; Loki's Scepter could assist him with spellcasting, but only under normal circumstances. If Loki ascended into the Goddess of Radiance, it would be useless as well.
Throughout Helen's life, she had never seen either of those things play any important role. When she had previously gone to the Time Variance Authority, she had even seen an entire box of Infinity Stones there and had not considered them treasures at all. So in her eyes, there was nothing in Asgard Palace worth worrying about, and she had left without setting up any defenses.
Yet Batman had gone through all that trouble precisely for those two Infinity Stones. Disguising himself as the God of Thunder and injuring Thor had not truly been meant to kill him, but to lure Loki away so they could enter Asgard Palace