While Peggy didn't make a dissenting sound, it was only by virtue of literally biting the tip of her tongue. Steve might've been thinking, yes, but he hadn't come up with the idea out of the clear blue sky. This concern, it had originated somewhere, and he would tell her or she would ask for the whole story.
Fortunate that he opted to go there first. They both knew Peggy was rarely satisfied with pieces of truth when she wanted all possible information. Her plans and decisions, they were generally well-informed, and she could hardly have a conversation with Steve if she didn't understand all the angles from which he was likely to approach.
She made a face at mention of Natasha, who was not currently in her good graces, and mental note to check on Bucky again sometime soon. Perhaps she needed to talk to Tony as well, especially if he and Steve were actually conversing and not merely sniping at one another. That could either be very good, or incredibly bad. But for now, she had to tackle this issue, and to do it in a way that wouldn't leave them both frustrated. Steve never brought her small problems, it seemed.
"If you do this alone, Steve, it's more dangerous and less likely to carry any possibility of success. You can't think I'd be able to sit on my hands and let you take that risk without my help, can you? If you care about me enough to worry, what makes you think I don't feel the same way?"