Bucky Barnes had conquered the Winter Soldier — for the most part.
He had to exercise constant vigilance to keep the Winter Soldier locked up and sometimes the Hydra assassin sneaked out in Barnes' nightmares. Literally sneaked out a few times, worrying Steve Rogers to distraction. But, for the most part, Bucky had won the battle for Barnes' mind.
Bucky remembered his youth and childhood — not everything, but as much as any of us do. He remembered the war more clearly and — mercifully — could remember only fragments of his years as the Asset. All the electronic wiping and repeated freezing had permanently damaged his memories of those 70 years. Only a few memories remained (though, naturally, it was the most traumatic memories that had seared themselves deeply enough to survive Hydra's mind meddling).
Still, Barnes was more Bucky than Winter Soldier and he really liked living in Avengers Tower.
It wasn't the luxury — though the accommodations were finer than anything the poor boy from Brooklyn had ever imagined. It was the security.
Bucky felt safe surrounded by so many people who didn't trust him and wouldn't hesitate to put him down hard if he threatened Steve or anyone else. Mostly Steve, because Barnes had direct evidence that Steve would rather die than hurt Barnes, whether Barnes was Bucky or the Winter Soldier.
That was a Winter Soldier memory that Barnes had retained, because he hadn't been wiped after. He remembered Steve giving the Soldier chance after chance to kill him, instead of breaking the assassin's neck or bashing his brains out against one of the metal struts. Captain America had had multiple chances to kill the Winter Soldier, and hadn't taken them.
Bucky raved at Steve about that sometimes, but Steve pointed out in his patient fashion that the Winter Soldier had taken three unimpeded shots at Cap and failed to make a kill. And then there was that ridiculous beating at the end, when the Winter Soldier's metal arm could have snapped Steve's neck or smashed his skull easily if something — some memory? — hadn't held him back.
Bucky wasn't buying it, so he was glad to live with the Avengers. Maybe Steve was too stupid to kill the Winter Soldier, but Bucky was confident that one of the Avengers would if it was necessary.
Bucky felt safe in Avengers Tower, because Steve was safe there.
The Avengers were wary of Steve's old friend — which was good. They knew too much about the Winter Soldier and had seen enough meltdowns to know that the Winter Soldier still existed.
Yet, after living together peacefully — minus nightmares and flashbacks (not all of them Barnes'), the Avengers had developed a certain feeling of familiarity. They weren't afraid to question (interrogate) Barnes about their reticent captain's early days.
Steve knows these chats (cross-examinations) are a ploy to learn his secrets — he is the master strategist, after all — but it's a scheme he can't evade, because the more he and Bucky talk about their past, the more Bucky remembers and the more Bucky supplants the Winter Soldier.
Captain America had been willing to sacrifice his life to save the Winter Soldier. Steve Rogers was willing to sacrifice a few secrets to help Bucky Barnes remember.