I need to see the film again myself, but I read a post online, regarding Steve's vision/nightmare, where it pointed out that they choreographed the scene with moments of his war time. The dancers looking like they're fighting, the wine spill looking like blood, etc.. so it's a nightmare in that sense, but also having Peggy there reminded him of the life he might have had, it haunts him. The moment I felt really empathized it was when he was leaving Clint's farm. He sort of looks back and you hear his kids laughing. Clint has the life that Steve wanted. His life took a completely different turn. I do agree that Bucky should have had a part in that vision.