Originally Posted by ares834
Yeah. Honestly, not sure of the confusion it is made almost painfully obvious. We see the green glimmer of an illusion on the guard in the Dark World. And then as you point out, his facial expressions in that scene with Odin make it clear.
Seriously, it was so obvious that the soldier was Loki that I don't know how anyone missed it. The glow was one of those subtle things but the scene with Odin practically spelled it out, and the soldier's voice totally sounded like Hiddleston's too. That was actually the first thing I noticed - I thought it was Hiddleston speaking at first but then we saw it wasn't Loki.