Assuming Tony Stark is one of the most intelligent people on the planet in MCU, he could easily learn the details of what happened in The Winter Soldier without asking anybody.
We already know he can hack S.H.I.E.L.D.'s systems (and other government systems) from various Marvel movies.
(Also see the hack scene in Iron Man 2.)
Steve wouldn't tell Tony that he saved his life. It's not one his character traits.
The events of of The Winter Soldier were huge in the MCU. When news of HYDRA’s involvement broke out, Tony Stark must have done research about what happened to learn the dirty secrets of
S.H.I.E.L.D. HYDRA, and have come across some information about him being a potential target on HYDRA's radar.
the MCU is a non-comic-book-based universe. You can predict the events of the movies before they open but the context can be changed by the producers to create plot twists. Therefore I don't think I will try to provide a comic book reference.