Imagine the pain of Steve dying being too much for Bucky that he wants to take his own life every single night. The gun shaking in his hand as he rests it on his forehead, ready to leave this life. He doesn't do if because he knows he must take Steve's place. So he finds a way to cope with the pain of losing him by killing. Killing the bad guys, killing those who have done wrong because it's the only thing that will make up for the lives he took when he was used by Hydra.