[Sansa's had her heart broken worse than most, because she had been given hope. She'd been told that it would all work out, that her brother would be the valiant hero and win the war and save her, and it hadn't happened that way. Sometimes the world doesn't let itself play out the way it would in a storybook.

It means that no matter what Steve says, she won't stop worrying for him. She'll continue to think that something is going to go wrong, and that he's going to end up dead. Even if death isn't permanent here, there are other things that this place could do to him.

When Sansa's hand presses over his chest, Steve grabs for it and squeezes it between his own.]

I crashed a... [She won't know what a plane is, he realizes, so he starts over.] I got into a bad accident once. For years everyone thought I was dead, but somehow my body held out.

[Even now, people worry that he's brittle somehow. Sansa's scared for him, Bucky thinks he's going to hurt him or worse, and Steve doesn't know how to prove to them that he's made of stronger stuff now.]

I'll do everything in my power to make sure you're not left alone, all right? [They all have to make it home someday, Steve knows, but Sansa may prefer it here. She's not hunted here the way she is back home.]