When I first read this issue, it left a very bad taste in my mouth, but not for any of the reasons that you cite (many of which I find problematic and inaccurate). It left a bad taste in my mouth because the thought of Steve being ill at ease in the afterlife -- being tortured by the unceasing discussion among the living as to what he meant, what he symbolized, and what he thought -- is unbearably and tragically sad. It has a lack of grace to it, and I would have hoped that if Marvel was going to have someone write a "hey, I ran into Cap's ghost" story that it would have been something more transcendent and less...petty, I guess would be the word I'm searching for. JMS is trying to make a big statement about how Cap still has a link to the living world (that makes sense to me) but look, look, all the people he selflessly fought for just won't shut up about him and thus Steve will never get any rest from the people that he spent his life serving.
In a way, it's a bit disrespectful to Steve's character precisely because Steve cherished the diversity of thought and opinion in the world, and while he's fought over the years to never be an empty mouthpiece, to have him be haunted by that is incredibly, incredibly sad.
One of the things that made Cap so great -- something that I don't see often discussed -- is that ultimately I think that almost every single character in the Marvelverse, whether they knew him intimately or only knew him through the media, whether they love him or hate him, had (and has) their own vision of what Cap was and their own interpretation of what he stood for as both a man and a symbol. I think it's been made abundantly evident by writers over the years that the characters in the MU (be they a random hot dog vendor or Sam Wilson) think about Cap with a depth and breadth that they rarely think about other heroes. It's a very personal type of relationship regardless of whether their actual acquaintance with him was proximal (friend, ally, etc.) or distal. So JMS touches on that a bit here, and that's interesting, but he plays it in an entirely negative light, and that I disagree with as being a good plot point.
The other reason that this sequence left me cold was Cap saying that he doesn't believe in Valhalla. Cap may not believe that he himself is bound for Valhalla, but after all the gods and supernatural beings he's met over the years? That doesn't parse as really in character to me. It's an invalidating thing to have Steve say, and Steve's a character that has tended to be the opposite when it comes to accepting the diversity of life and worship in the universe in all of its manifestations. (It's a "abwuh?" head-scratcher similar to what Kieron Gillen essentially did over in that Beta Ray Bill one-shot where Bill says that he doesn't believe in gods.)