Steve's feelings for Bucky run the gamut. There's love, yes, but there's also envy (because Bucky had all the things Steve didn't, like health, good looks, popularity), protectiveness, guilt, thankfulness, jealousy (Bucky is still a handsome man, and people notice), awe and bitterness (because whatever the world says, Bucky's tale of adversity beats Steve's up in an alley and leaves it to patch itself up), you name it, Steve felt it. It's not always easy to sort them out.

Bonus: they weren't a couple until now.