I don't think Steve ever fully grasped that it would be possible to lose Bucky again, after that first rescue. That's what I keep coming back to. There's so much guilt buried in there. Guilt for dragging him into it again even though that was Bucky's job. Guilt for not protecting him. For not going back to look.
Maybe you didn't. Die, I mean. Do people ever really die in superhero stuff?