Yeah, well like I said, it's showing there's still a tough little guy from Brooklyn lurking under that now well muscled red white and blue exterior.
New Steve being true to old Steve.
could also be just a little wink/nod at the Odinsleep thing, now that I think about it, but I dont think that Steve needs to know about it, in order to make the remark. Just more something the writer is alluding to.
Question, have we ever figured out how Thor knows that Loki's army is the Chitauri, when just before that on the mountain he asks Loki "who controls the would be king?" As if he has no infomation what so ever? I can't imagine Loki told him anything inbetween that time.
Edit: It occurred to me that maybe he knows about the name of the army and something about what Loki is up to from Heimdall or Odin, prior, and that they just don't know who the head honcho behind everything is.