Compared to Thor's friendship, Loki's life or death became completely unimportant. Trading a captive with no remaining value for the solid friendship of a powerful Asgardian ally was an absolute bargain in Nick Fury's eyes. Loki could at least be put to some use this way!
As for the Cosmic Cube, Loki and the Chitauri army had both arrived on Earth through it this time. It could even be said that the Cosmic Cube had drawn them here!
They had studied this thing before. Although it contained limitless power, they could not make good use of it. At most, they could create energy weapons whose power was not much greater than that of the Chitauri's energy weapons.
Though the Cosmic Cube was precious, it was better not to have it given the danger it brought.
If it remained on Earth, there was no telling when it might attract even stronger invaders again. Next time, who knew whether they could still defeat the enemy as successfully as they had this time?
Rather than leave this hidden danger on Earth, it was better to let Thor take it back to Asgard. That was the Asgardians' stronghold, far safer than Earth. Even if it attracted enemies, the Asgardians would naturally deal with them, and Earth's safety would not be threatened!
So whether it was Loki or the Cosmic Cube, Nick Fury could not wait for Thor to take them away. If Loki was not killed, leaving him on Earth would only leave a source of trouble. As for the Cosmic Cube, there was no telling when it might open on its own again and transport some alien bent on ruling Earth over here. These unstable factors were better left to the powerful Asgardians to handle!
Chen Mo was not the least bit surprised