But, Bucky is shown and discussed within the confines of TWS. Therefore, those scenes have meaning.
That was the intention of those scenes, like the flashback in front of the door, but in my opinion they weren't effective, certainly not as effective as the memory of the Peggy-Steve relationships from the previous film.
Building an emotional connection, setting up a strong emotional response, is hard to do. Filmmakers try to do it all the time and they don't always succeed. It's not just about having scenes that intend to succeed, it's about those scenes being effective.
In the case of the First Avenger, I think Peggy-Steve is a good relationship, and part of that is that it's the emotional core of the film, they structure the whole movie into convincing the viewer that Peggy and Steve have a sincere and deep love, and that Peggy Carter is a real human being and not just a love interest. If you think about it, Steve's arc as a hero in that film runs completely parallel and simultaneous to his arc as Peggy's lover, the two are totally integrated.
Here's an article from Film Critic Hulk on the issue:
Film Critic Hulk
http://filmcrithulk.wordpress.com/2011/07/22/peggy-carter-why-captain-america-works/
PEGGY CARTER – WHY CAPTAIN AMERICA WORKS
July 22, 2011
HULK WANT TO TALK ABOUT PEGGY CARTER AND STORYTELLING 101, BECAUSE HULK ARGUE THEY THE REASON THE FILM REALLY WORKS.
FOR ONE, SHE HAVE TO WORK OR ELSE THE MOVIE FAIL. WHILE IN THE SCRIPTING STAGE, THE WRITERS COULD HAVE SIDELINED PEGGY CARTER AS MERE LIP SERVICE, AS THE MAJORITY OF SUMMER BLOCKBUSTERS ARE WANT TO DO WITH THESE STRANGE “WOMEN” PEOPLE. BUT INSTEAD THEY MADE CHOICE TO BRING HER TO THE FOREFRONT OF THE FILM. HULK NOT EXAGGERATING, SHE IN THE VAST MAJORITY OF THE MOVIE. AND IF THE FILM DIDN’T DO IT THEIR STORY JUSTICE, THEN IT WOULD HAVE FAILED EASILY.
HOLLYWOOD’S INCLINATION TO MARGINALIZE FEMALE CO-STARS TEND TO DRIVE HULK BATTY. THEN AGAIN, MOST SCREENWRITERS ARE MEN, AND A GOOD MAJORITY OF THEM WOULDN’T HAVE SINGLE CLUE HOW TO WRITE WOMEN. EVER WONDER WHY SO MANY MOVIES JUST MAKE THEIR FEMALE LEADS EITHER BACKGROUND DAMSELS OR JUST ANOTHER GRUNT WITH A GUN? (ii)
PEGGY CARTER NEITHER OF THOSE THINGS. SHE NOT HIS SIDEKICK WITH BOOBS. SHE NOT MERELY HIS “LOVE INTEREST.”
SHE SMART, CAPABLE, SOLDIERLY, AND DISTINCTLY FEMININE.
OF COURSE, NONE OF THAT POSSIBLE WITHOUT HAYLEY ATWELL.
In contrast, The Winter Soldier is trying to do many things, within that list is convincing us that Steve-Bucky is an epic friendship, and it might have succeeded if more time had been invested into it. I didn't buy into it, and I know other people didn't buy into. I think that film may have been better if it was smaller.
For whatever it's worth, these are the relationships that each of the three top CBMs this year had to nail:
The Winter Soldier: Steve and Bucky have an epic friendship ;
Guardians of the Galaxy: Quill, Gamorah, Drax, Rocket, Groot are greater as friends than they would be if they were alone;
Days of Future Past: I'm not sure, but arguably that Raven loves Xavier as her older brother, which I'm not convinced of;
Phrasing it that way, I realise that GoTG is the strongest of the three.