Okay so it's not like I've seen the movie recently so I could very well be proven wrong here, but I don't think it was the actual HQ that Falcon was guarding. I was under the impression that they said the place was converted into an Avengers facility, which could be anything from HQ to a simple backyard shed. In this case it appeared to be a largely empty area that still required some kind of higher security since Falcon is seen doing a perimeter walk and has communication with someone, probably someone monitoring from a security room. I don't think there is anything that directly said "Hey this is the new Avengers home base!" It didn't even LOOK the same since it was basically a bunch of warehouses and I definitely recall the HQ area shown in Ultron to have some large glass windows all down the side. So, yeah, it likely was meant to be a secondary location to the main buildings. To me, the least real part was that they had Falcon on perimeter check. Like surely they have a security team for that, right? And if the storage facility was so important it required an actual Avenger on site to monitor at all times, well, you think Falcon's reaction to being beaten and having the place busted into would be a BIT worse than a vanity comment about not letting Steve know. Unless he's been assigned there as some kind of disciplinary move by Cap because he's been off his game lately, and he knows that the units don't contain anything too dangerous but that the whole thing is not going to be helped if it's found out he was beaten up by an ant. But that is a rather long, really precise situation for the filmmakers to fairly trust the audience can assume. But I also understand why having Scot break into an Avengers storage unit isn't very exciting if he's just taking down your normal security goons, and it's highly impractical for them to spend the rest of the movie show us that the Avengers security team is taking this all Very Seriously and looking for the perp none stop. And I suppose that is easy and direct enough to fairly believe your audience would assume.