He sees that need. Steve wants to deny him. The trouble is it feels wrong. He's asking for something here. Steve knows he needs to give him something.
He starts off slowly. "There was man who was as strong as me with a metal arm. He was captured and brainwashed many years ago. Turned into a living weapon. Somewhere along the line HYDRA got a hold of him and when I got in the way, they sent him after me. I dream about him sometimes." All the time now. He replaced his nightmares about the crash and freezing to death.