A heartwarming goodbye
James Bucky Barnes and Steve Rogers have experienced more ups and downs together than two buds could ever dream of. They’ve been through a world war, brainwashing, and kicking the snot out of bad guys. In Avengers: Endgame, as Captain America is preparing to return the stones, the Avengers expect to meet up with Cap in the near future.
Bucky is the only one of the group to actually bid his friend farewell. He knows fully well that Captain America is leaving and not coming back. The Captain must have told Bucky his plans about never returning out of earshot with the other Avengers.