Steve apologizes because he doesn't know how it feels, to have giant holes in your memories. Because there is nothing he could do to fix it. Words were a cold comfort for what Bucky must be feeling. "No she wasn't. We kiss exactly once right before I piloted those Hydra planes in to the ice but there wasn't any time for anything else to happen." Steve had looked sometimes and sometimes he thought she'd been looking back but there had been a war going on and they were both far too busy, regardless of what other people thought and gossiped behind their backs both before and after he fell. He sighed. There was always a bit of regret and might-have-been whenever he thought of Peggy. But all that paled when he could feel Bucky warm and alive close to him. "She had a good life after I was gone." Hydra might have started started it's stranglehold over SHIELD while Peggy was there but it didn't negate all the good Peggy had done.

"Fury's still technically dead. And doing spy work for Coulson's SHIELD, or something like it. He sometimes drops info off for us occasionally, usually through Natasha. He's not really involved at all." Steve said lazily. "Alright...if you feel that way." How one got membership in the Avengers wasn't really laid out in the charter. Sam being an Avenger was simply an unspoken agreement by all of them though Sam had agreed to sign the charter in the end, even if he acted mostly as an auxiliary member. The process would probably be similar with Bucky, just drawn out longer.

"I don't ever want you to face them alone." If he was ever accused of being overprotective, doesn't have have reasons to be?