°•What if?...Season 2, Episode 8•°

Peggy Carter was sent to a universe, a place where is 1602, and is mix of the medieval world and some technology (like Stark's). Wanda had predicted that Peggy would be the savior of their world.

Every night, a little while before Peggy arrived, a fist of green light would appear on the sky and suck things and people to god knows where, and they never returned. That's why Wanda summoed Peggy there.

You had arrived, unknown to everyone, that you were from another dimension. Wanda wasn't with you in your universe either way so, you weren't that sad of being sent away from your 'home' with the Avengers.