There's no way MC let her go without a tracking spell right, that'd be way too forced of a plot.
While I can believe the sister feels a bit possessive, it sure feels like this is going quickly into the typical Japanese dating your sibling type of love rather than possessiveness.
He
has to have some kind of marker that was put on her off-screen. He spends so much time being so guarded over her that just letting her wander off like that would be completely counter to his entire personality and mindset up to this point.
I wonder if the person who grabbed the sister might know who she actually is, and/or grabbed her on suspicion that she was from a wealthy family and is looking to ransom for money. If it's the former, then it could potentially be someone working for their parents' estate and the two are about to get in a ton of trouble.
If it's the latter...hopefully he catches up before too long and can sort all that out before his sister gets traumatized and all his work trying to prevent her from becoming the villainess gets undone before she hits kindergarten age.