As it turned out, Luke's call for the sibling to return was very timely.
Wanda and Pietro, the twins who could die for each other, were actually at loggerheads over the Avengers.
Thanks to Luke's teachings, although Wanda felt guilty about the casualties this time, she didn't blame herself entirely.
The explosion had been deliberately caused by Bakshi, a remnant of Hydra.
He had just waited for the Avengers to fight the mercenaries in a public place.
The mercenaries dressed as ordinary people directly activated the explosives, not giving the Avengers any chance to save people.
Thankfully, Wanda reacted quickly and threw the explosives dozens of meters into the air; otherwise, hundreds of people would've died in the city center.
So, she didn't cause the tragedy, but had significantly reduced it.
That was why the Avengers didn't step in when Luke wanted her back.