He was a Black Widow.

The idea is... well it's hard to take. Steve knows how much guilt Bucky carries over what he did. His own guilt if he was an assassin... wow.

He reaches out and gently squeezes her arm. "I'm sorry."

Because what else can he say to that? Everything else would be meaningless or just empty platitudes. He really is sorry for her though. Give his own pain over Bucky, he can imagine hers over her Steve.