Steve could be a little formal, he was shy really more than anything else. It took time for him to actually get comfortable with people enough to joke and relax into himself. Not to mention he liked to keep layers of himself hidden, project being a soldier without giving strangers too much information about the man.
Part of bonding as a team always involved some good natured sparring, it wasn't always about winning as it was about bettering yourself or someone else. Although sometimes it was absolutely about winning. "I don't hit anyone unless they know it's coming," Steve said quickly. "And I love a challenge." Steve had no qualms about a good fair fight, woman or not.
"The last ten I took down gave me a few splinters so I bought this," he deadpanned before reaching for the axe. "You want to swing and I'll catch it?"