Watching Ancient One vanish right before his eyes, Sherlock suddenly became genuinely interested in the magic books in Kamar-Taj's library.
The reason was simple: Sherlock had never seen magic like that before!
Having been tricked by Ancient One once already, Sherlock worried that this was another one of her temptations, so he did not dare use the Anywhere Door to wander around Kamar-Taj's library.
As for what Ancient One had said about going to Asgard, Sherlock gave it some thought but did not pay much attention to it.
The reason was simple. For one thing, Ancient One had not specified a time, which meant they definitely would not be going to Asgard to demand answers anytime soon. For Sherlock, the longer he could stall, the better.
After all, running away might be shameful, but it really worked.
On the other hand, Ancient One was right. Kizaru was the one who stole the armor. What did that have to do with Sherlock?
What? You want to know where the Uru Alloy in Sherlock's arm came from? Please, I'm an alchemist! Isn't transmuting matter basic knowledge?
What? You say Uru Alloy has such high magical affinity that it can't be synthesized through Alchemy? Then I have no idea. I just activated Alchemy once, and this stuff appeared in my alchemical circle on its own. How would I know why?
What? You don't believe me? Go ask our dear Marshal Ancient One! If you don't know her, I can introduce you. See that bald woman over there? Go on, kid. Her explanation will definitely be more reliable than this little alchemist's—violent, but reliable.
The more Sherlock thought about it, the more justified he felt. The more he thought about it, the straighter his back became.
At the very least, before he met Odin,