Kinda nice to have it (sorta) confirmed, but that was pretty easy to piece together from those set photos of Loki and Thor on the street with Strange's business card, combined with the Dr Strange after-credits scene where Thor was visiting Strange. No, Loki wasn't in that scene, but he was in the Sanctum Sanctorum based on the dialogue. I'm guessing Hiddleston just wasn't available the day they filmed that.