From what Bucky could tell Peggy still thought they had beaten HYDRA. He didn't want to break her heart. He knew that as soon as he stepped back out of the club he'd be back in the world where the Winter Soldier existed and HYDRA were everywhere and he wanted to let her have the solace he'd found in this place. It was his second time in the space, but the first time he'd seen Steve there. He wasn't sure what part of time this Steve was from--but it didn't matter just then. He just wanted to see him, to talk to him, even if he knew at this point he wouldn't really remember it when he left. So he'd follow Steve wherever he wanted to take him, into one of the back rooms, holding a vodka tonic even though he knew he couldn't get drunk and waiting to get out of earshot before he'd talk and even then he opened with, "Did I see Howard Stark or are my eyes fucking with me?"