Loki Episode Four: 10 Biggest Questions
10. Where Is Loki?
As soon as Loki arrived at the TVA, he was threatened with being pruned. He saw someone suffer this same fate because they didn't take a ticket, and it seemed as though he was killed instantly, so with this threat hanging over his head, he was certainly limited in what he could do.
However, after he and Sylvie attacked the Time Keepers, he was hit with a pruning stick from behind by Renslayer, in much the same way he killed/kind of killed Agent Coulson (depending on if Agents of SHIELD is technically part of the MCU any more).
Fans had been conditioned to believe that this meant instant death, however the first post-credit scene of the series revealed that he has not been killed, but rather transported somewhere.
The landscape is a desolate wasteland, with a decrepit Avengers Tower in the background, but where exactly is he?
This could be a timeline in which Loki actually defeated the Avengers in 2012 and has since gone to Hell. Since he may be the cause of this particular apocalypse, the TVA may have used it as a prison of sorts, specifically for Lokis.
This would make sense as to why he was greeted by only other Loki Variants and no one else. Just imagine a world inhabited by Lokis!