The Winter Soldier (because he is still Winter Soldier, he will never not be the Winter Soldier), leaves Steve on the shore and walks away. And that’s sad and awful because he’s not Bucky Barnes, not yet, and may never be. But he is something much closer to Bucky than he’s been in a long time. And it’s horrifying to see him walk away because we love Bucky, and he’s been robbed of his own free will, his own body, his own life for so long, and now he’s walking away from the one man who might be able to bring him back completely.
But you know what? It’s okay, it’s the right ending for him. And you know why?
Because walking away, that was his choice.
[ SOURCE ]