He can infer alright. Steve can't even pretend to be surprised. They sent him to murder his best friend. If Bucky remembered even a shred of their lives together, he'd react poorly to the news. From the sounds of it, he's got a baseline if nothing else. Steve looks concerned, but doesn't press the issue.

He shakes his head at the rest. "No, they actually like her. I think it's a cult thing." The bitterness is impossible to miss. He hates her; thinks she irresponsible and careless with the people she kidnaps to serve her cause. He'd be happy to tell her in person if he ever did see her.