Re: So what DIDN'T we like?
Bucky's death was impactful. Peggy tells Steve Bucky gave his life for him ("his choice") cause he was worth it. When Cap sacrifices himself toward the end, he paraphrases saying it was HIS choice. Bucky's sacrifice helped give Steve the strength he needed in that moment, and planted that seed for later. It was important for him to die earlier.
As for a storming scene. Would have been nice, I agree. But, for a couple secs of footage, that is millions more and likely Cap would have gone over budget. Hence why that prob never was shot.