Odin did nasty things to Loki's entire family to get rid of them. However, their Jotun heritage made it difficult to get rid of them entirely. Loki's Jotun wife, Angrboda; reincarnated as Spica, appears in the manga. Sigyn, however, is a mystery in Norse Mythology since there's practically nothing mentioned of her except for her loyalty to Loki. She was a goddess, but apparently not important enough to be the goddess of anything in particular. Thus, Odin was able to simply kill her. Odin may be aware of who Mayura is; since when he taunted Loki by possessing Mayura, he had her wearing a wedding dress and wearing a locket with his face on it.