Sarah takes everything in stride; probably that's one of the advantages of being dead and safely in Heaven. You've seen, demonstrably, that things can turn out beautifully in the end, even if it's a rough road to get there. Stevie has certainly had a rough road, but the place he's found himself is good for him. Even if she never would have anticipated him having a spouse quite like Loki, she's welcoming her with open arms.

"Now, how am I supposed to throw you a baby shower from here?" She teases gently. "Steve, if I can't do it, who've you got down there to manage it?"

"...Na..tash..aaa?" He says slowly, with an expression on his face that says 'yeah, that wouldn't end well'. "Maybe Tony could--no, that'd be worse..."

It would be a hilarious twist of fate if the other Loki handled the baby shower arrangements, though.