There really wasn't much else to say about it. They'd lost. Half of the universe was gone, Bucky included. He didn't have it in him to ask Steve who else had vanished. It wasn't fair to drag that up and the hurt that went along with it. Steve already likely was carrying most of that weight anyway, if Bucky had to guess. What could they have done? It wasn't as though Thanos had picked and chosen who lived and who died. And even if there had been a choice, Bucky would've preferred to be the one out of the two of them to go. Steve had more to give to the world, and the other Avengers needed him even if they were frayed and scattered all over the place. It wasn't fair for Steve to have that on his shoulders either, but that was the way things were. Or had been. They were in a different place entirely now.
Bucky's gaze had fallen to the ground because it was easier to look there than anywhere else while he processed everything that had been said, and the fact that they had indeed lost. He appreciated that Steve wasn't trying to put on a brave face in front of him, assuring him that they would manage and get through it. He was being honest; he didn't know what to do. He was just as lost as everyone else and he wasn't afraid for Bucky to know it. They didn't keep secrets; never had. It wasn't them.
Slowly, he looked over at his best friend and reached out, resting his human hand on Steve's shoulder. Physical contact felt important right now, since he'd apparently vanished from the world back home. "I don't know either," he said. "But whatever it was brought me to you. Whether the intent behind all of this was good or malicious, I can't help but feel a little grateful for at least that part."