Basically, to Bucky Steve is now the person who gives orders. He carries out everything Steve says that could be construed as an order, asap. Steve catches on and changes his speech (no more "come here", "sit down" etc), tries to tell Bucky he is free to do whatever he wants.

Only Bucky interprets it as "You should already know what I want before I say it" and starts looking for orders in Steve's behavior and his way of talking. This can lead to accidental sexytiems, but doesn't have to.

Steve thinks Bucky is getting better, seeing as Bucky even starts voicing his own wishes (really what Bucky thinks Steve would want him to wish for). He only realizes what's going on when Bucky single handedly takes out a whole warehouse of baddies because Steve had muttered he wouldn't be sad if he'd never see those again. Or something like that.

tl;dr Bucky's brainwashing to follow orders runs deeper than anyone thought.