Internal Problems of Pandemonium

Loki respected Sasha and even admire her loyalty. And Sasha respected and admire Loki self-sacrifice, and his vision that could see the bigger picture, a better tomorrow

And the other reason is because Loki is Sina beloved. And Sina is her friend. If Loki kill the Broker and take his place, there is no going back

There would be a huge target on his back. he would become a fugitive in every sense of the word. 

The infamy is no longer undeserved. It would become real. She knows that Loki wanted to enter the Crime Alliance. 

Once he enters that, regardless of the declaration of Death Monarch, the hunt for him would intensify.

Many people died in the Multiversal Convergence. People are angry and they know who to blame. And that anger would explode.

The whole world will be searching and trying to capture him. Because, like Loki said, Azief would not always be in this world.