Truth be told even Loki don't know what is the tribulation of the Supremacy Stairway.
In his era and the era before him even in the era of The First Sovereign he never met someone who have walked the Supremacy Stairway.
Those that did walk those steps eons ago.
He then thinks about something else
He got the report from Shinji that they spotted Katarina in Pandemonium.
When Loki receive the report he could only sigh.
He too hoped that in this timeline Katarina would survive and probably has her own happy ending.
If there is one thing he wanted to prevent, to change it off course from the determined events, it was none other than the War of Sovereign.
It was a terrible battle. It could be considered a civil war between Sovereigns and in such battle of titanic figures, how many lives become collateral in their fight?
Death God Azief at first did not participate in the battle. He even had advice Katarina to not enter the battle.
