He wasn't being controlled in the same way in Captain America: The Winter Soldier as he was in Captain America: Civil War.
We see in Captain America: The Winter Soldier that he is controlled through the use of memory wipes. He doesn't know who he is, and as such he obeys orders because he may as well - but when given a good enough reason to rebel (such as recognising Steve Rogers), he does - and we see that in the finale of the film when he refuses to kill Steve.
In Captain America: Civil War, however, the trigger words "longing", "rusted", "seventeen", "daybreak", "furnace", "nine", "benign", "homecoming", "one" and "freight car" seem to force his compliance to orders. We see this in the prison break sequence of Captain America: Civil War - Bucky nearly kills several people on his way out of the compound (including Sharon Carter, Tony Stark and Natasha Romanoff), despite the fact that he is resisting control right up until the final word is said, at which point it looks as if he completely loses control of his actions.
In short, there are two different ways of "controlling" The Winter Soldier that we see over the course of Captain America: The Winter Soldier and Captain America: Civil War.