Well yeah, he basically was a henchman. Just like Captain America is basically 'the hero'. It's the nuances in the performance that cause him to stand out. I was 100% convinced that Crossbones was acting the way he did because that is his character, rather than just following the plot. Even if there wasn't that much going on, Grillo sold the character through his facial expressions, demeanour and body language.
I don't really see how more insight could be provided without giving him his own subplot which would have changed the pace of the film.