One reason could be that Loki feels constantly overshadowed by Thor. In the Asgardian hierarchy, Thor is often seen as the golden child. Loki, being the more complex and misunderstood one, might run away to find a place where he can be his own person without living in Thor's shadow.
Loki could also be running away because he feels unloved and unwanted. Despite his actions, deep down he might long for acceptance. But if he continuously faces rejection or coldness from the Asgardians, he may choose to run away in search of a place where he can find some form of belonging.
One possible reason could be his feeling of being an outcast. In the original stories, Loki is often treated differently in Asgard due to his nature. He might have felt like he didn't truly belong, which could fuel his hatred. Another reason could be envy. Maybe he saw others in Asgard having things he desired, like power or recognition, and his envy turned into hatred.
Loki could enlist the help of some unlikely allies. For example, he might strike a deal with a creature from the realms outside of Asgard. In exchange for a future favor, this ally helps him escape by providing a means of transportation or a way to bypass Asgard's defenses.
He could meet the Frost Giants. Since he has some connection to them already, they might welcome him or at least be intrigued by his presence. He could learn more about his heritage from them and maybe even form an alliance.
Well, perhaps they run away because they discover some dark secrets about the wizarding world that others don't want them to know. They might fear for their lives if they stay, so they choose to flee. It could also be that they are simply seeking adventure. The daughter of Harry and Sirius might inherit their adventurous spirits, and they both decide to run away to explore the unknown parts of the wizarding world and beyond.
Mal might run away in the fanfiction because she's constantly being judged for her past as a villain's daughter. Despite her efforts to fit in Auradon, there are still those who look at her with suspicion. She could also be running away from a future that she doesn't want. For example, if there are plans for her to take on a role she's not ready for or doesn't believe in, she may choose to escape.
Maybe she feels left out in the family. In the Encanto story, Mirabel is the odd one out not having a special gift. This could make her feel so alone and unwanted that she decides to run away.
One possible reason could be that she feels overwhelmed by her responsibilities. In the world of Equestria, Twilight has a lot on her plate, like studying magic, taking care of Spike, and helping her friends. In fanfiction, the writer might explore the idea that she just needs a break from it all and runs away to find some peace.
It could also be due to a particularly bad encounter with someone in the village. For instance, if he was bullied severely by some older kids and he felt that there was no one to protect him. He might have thought that running away was his only option to avoid further harm.
Maybe Loki was too obvious in his admiration. He could have been constantly quoting Odin's teachings or trying to imitate him in public.
One reason could be that they see Loki as a victim of circumstances. Maybe they've come to understand that his actions were often influenced by forces beyond his control, like Thanos' manipulations. So they decide to defend him in Asgard.