Unlike some of the other characters, Steve's hurt isn't as plain to the eye. His demeanour is usually one of stoicism and optimism, and it is easy to forget that his story is steeped in loss and loneliness.
Steve's introduction highlighted how alone he was - an orphan, armed with a list of ailments, and hiding behind a newspaper to avoid small chat with other recruits. When rejected by the recruitment centre, Steve shrugs and heads to watch a movie - alone.
Steve is a loner, we are shown, and then just as abruptly - perhaps just like the way it had happened many years ago - Bucky crashes into Steve's world and hooks an arm around his shoulders and noisily talks about an expo and dispels all of Steve's melancholic air. Steve is a loner, except for Bucky.
But Bucky is now leaving to go to war.
Steve is used to being stoic, because there were no adults around him to spoil him. He is used to being buoyant, because Sarah taught him how to pick himself up and carry on. Steve is used facing the empty house and lonely silence -- except for Bucky, who filled his room with chatter, "We can put the couch cushions on the floor, like when we were kids."
So when we hear the anxious strain in his voice as he is informed by Bucky that he is leaving -- it also becomes plain that Steve is also used to loss, or the threat of loss shadowing him, everyday.
In his short life, he has already lost so much. He has lost his health (my thought is he was probably healthier in his early childhood until he caught scarlet fever, and then his health got a lot worse after that). He has lost his father, and all the security of having a family breadwinner. He has lost his mother - to long hours of work and eventually to the disease she was battling against.
What he dreads would happen, does happen. Life seems to have a way of chasing him down like that. Sarah gets sick, and his fear of coming home to find her gone...one day inevitably comes true.
At his darkest moment, Bucky squeezes his shoulder and promises, "You don't have to do it (alone). I'm with you to the end of the line."
It's just enough for Steve to square his shoulders and push on, as Sarah had always taught him to do. Deep inside - possibly buried so deep that he can barely put it into words, he knows that he pulled through because "Even when I had nothing, I had Bucky."
I'm going to pause here and emphasise how deeply lonely (and young) Steve was, and how, naturally, the only stable presence — ie Bucky — in his life, through periods of terrible grief and uncertainty, is going to be such a deep-rooted emotional foundation for him (regardless of how you ship).
When the draft does come for Bucky, it's not just Bucky who's unhappy, it's Steve who's also aghast. Suddenly, the possibility of losing his last bastion looms over him, and he remembers the fear and anxiety and the devastating grief of losing Sarah. But it is also a war that needs fighting - so he comes up with a solution: sign himself up. He can't keep Bucky from the war, but he wants to fight alongside him. Besides Bucky, what else does he have to lose?
"Men are laying down their lives, I have no right to do any less. That's what you don't understand, Bucky."
He says this angrily, because the words he can't say aloud are, "You are laying down your life, Bucky, and I might never see you again, and I can't go through all that again, not by myself."
When he hears about the 107th being captured, he has to go. He is saving Bucky, sure, but he is also saving himself, because the pillar, the lifebuoy, the harness that has kept him afloat all those years is Bucky, and he's terrified of sinking.
The serum makes him taller and more women pause to smile at him, but he is still incredibly alone. He sits alone during break, he draws alone in his book, he runs off alone and none of the USO girls even notices until it's his turn on stage.
But Bucky notices him immediately, and says, "I thought you were smaller," and, "Did it hurt?"
Steve doesn't really believe in miracles. His whole life feels like one bad luck after another, even if he forces one foot in front of another and keeps marching on. But maybe at that moment, he feels like Bucky is his miracle. Bucky, who always seems to notice when he's alone and pulls him into his social circle. Bucky, who had seen him lose his dad and Sarah and promised him the end of the line. Bucky, who he - and all the commanders - thought was dead, pulls through and gives him another promise - that he would follow the little guy back into war.
When Steve is finally thrust into the frontline, the losses keeps mounting, man after man are falling, condolence letter after letter is being written. And then towards the end of 1944, the tides seem to finally turn. German forces are waning, the Allied forces are advancing, and quietly, secretly, Steve dreams of home.
And that dream dies with Bucky.
"Honour the dignity of his choice," he is told, but he can't shake off the guilt.
He pushes himself forward, step by dragging step. Nazi Germany is falling. He is taking down Hydra with his own hands…and at the end, he buries them all in the ocean with himself.
His is sinking, but he isn’t afraid, because he is going where all the people who mattered are waiting.
And he is denied even that.
He opens his eyes to a world he doesn’t recognise. They tell him they had won the war.
But no one wants to speak with him about what was lost.
A folder of old photos, the museum of unmoving murals, the silent movies of a smile he would never see again.
He thought he had lost all there was to lose, but somehow life always seem to find something else to take.
What we see of off-duty Steve in the modern world is once again a figure of loneliness. He goes to the gym alone, he goes for a ride on the train alone, he sits at the cafe alone, he goes for runs alone, he goes to the museum alone.
Only during those solitary moments he could truly be Steve Rogers, instead of trying to meet everyone's expectations of Captain America. He is just shy of 27 years old, but suddenly, he can no longer lay claim to youth. Only a dream ago he was "just a kid from Brooklyn", and now he's an "old-fashioned" (as per Coulson) "older fellow" (as per Tony).
He's in the history books, he's on the television, he's in the classrooms; everyone knows of Captain America, but Steve Rogers is lost.
He had been willing to lose his life on the Valkyrie, but what he lost was every living connection and his own identity.
"Must have freaked you out, coming home after the whole defrosting thing," the friendly man says to him on their first meeting, but Sam only knows half of it.
The too soft bed and the too quiet room is one thing, the unshakeable nightmares another, but the worst of it is -- this isn't home.
He is marooned in a place that bears eerie resemblance to the world he knew, without being familiar.
Until the moment Bucky's mask comes off.
It's like the anchor dropping. He's now got a connection tethering him to this strange place, someone with "shared experience" that means he is no longer alone, and he is no longer a ghost forgotten by the seventy years of lost time.
"He doesn't know you."
"He will."
He has to believe that Bucky will, because Bucky is proof that Steve Rogers exists.
And once again, Bucky is his miracle. On the brink of killing them both, Bucky reels back from his brainwashing and hauls them both to safety.
Even if Bucky leaves after that, he's left behind something Steve hasn't had for a long time -- hope, and belonging.
"Family, stability. The guy who wanted all that went in the ice seventy-five years ago," he says to Tony as he prepares to meet the ragged team of enhanced people that is to become the Avengers. "I'm home."
Stoic and buoyant as he has always been, Steve sets to work building that home for himself. Gradually, we see Steve open up. He forms new connections and new friendships, he talks about his vulnerabilities with people he trusts, and he reclaims his own identity. He looks for Bucky, and waits until Bucky is ready to build that home for himself.
Until it is once again blown apart by the end of Infinity War - he loses not just Bucky, the anchor to his past, but the new family he has made apart from Natasha.
That's why it makes sense that Steve, not Tony, is the one working so hard to reverse the Snap. His family was 5 years ago, Tony's family is now. The people who rallied behind Steve and not Captain America, the people who followed him after he dropped the shield, the people with whom he no longer needed to be endlessly lonely and tirelessly stoic and who loved him for who Steve Rogers was, they all vanished in the Snap.
So even if there was only a small hope, Steve wants them back.
And that's why his decision to leave everything he had built, the sacrifices he had made to bring them back, in order to go into a life of incredibly loneliness and deception is still the dumbest narrative faux pas in the MCU.