I thought the same. Remember that pic of Peggy and her kids? No father in it. It made sense to me after "Endgame" because after going back, Steve knew he had to be "out of frame" so to speak until the moment in the future when he goes back to return the stones. He explained how it all went down to Peggy and they were careful to keep him a secret. It would have been hell for Peggy at times because while wanting to do her job, history would dictate how things went down and Steve would fill her in and explain why she had to lose sometimes to keep the timeline straight. The world thought Steve died in the battle with Thanos and it was ok for him to appear as an old man now and give Sam the shield. I always thought Bucky just had a feeling about what Steve was going to do but then we find out that they had gone over all of it. It was one hell of a move that only Steve could pull off in making sure the stones AND Mjollnir were returned to their proper place in time. He deserved a life with Peggy after everything and Sam would have only accepted the shield from an aged Steve. Why would he think to take it if Steve had given it to him while still young before going off to return the stones or returning to give it to him while still young? Just my thoughts on it, anyway.\n\n\nNot really a spoiler, but since the episode is so new, I'll use the spoiler function.