According the actor who portrayed Steve/Captain America, Chris Evans certainly didn't intend to give that impression in his performance. He (quite literally) played the character straight and seemed quite surprised by a question posed in an interview with FlickeringMyth asking whether he and Bucky shared any mutual sexual attraction.
FM. “Some say that the whole Captain America arc is actually a homosexual love story between Steve Rogers and Bucky Barnes, what do you th-”
Evans: “Is that what you guys have been talking about in here?” Evans jumped in. “That’s news to me! I didn’t know that! You’ve been reading a lot of Twitter.”
FM. “Fan fiction,” I corrected him.
Evans: “That wouldn’t be so bad,” Evans carried on, smoothly sidestepping my comment. “It’s just never been part of my approach to the character. My subtext didn’t involve that dynamic. I think even with the first Captain America film you see how drawn he is to Peggy Carter. In that final scene when I’m putting that plane in the water, he’s far more concerned with not getting to see her again than he is to give his own life.
“Maybe I just didn’t do my damn job very well. But that’s what I was going for. I think it was very clear that Peggy Carter was the first woman not just to give him the time of day, but to believe in him and to give him support and trust and honesty, and all these things I think he was hungry for. And I thought I put all that in the final scene, but maybe I didn’t. Maybe I was just gazing at Sebastian [Stan] too much.”
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The film's director Joe Russo also debunked the suggestion that the film is a homosexual love story. He does accept that there's love between Bucky and Steve but only in the fraternal sense.
“What’s fascinating about the Cap-Bucky story as well is it’s a love story,” says the co-director. Stop your sniggering at the back, he’s talking about the fraternal kind. "These are two guys who grew up together, and so they have that same emotional connection to each other as brothers would, and even more so because Bucky was all Steve had growing up.”
Captain America: Civil War is a love story, says Joe Russo
This is something that's backed up by Bucky actor Sebastian Stan.
"I think it’s easy and generalising it to say that they’re lovers, when you’re forgetting that one has a lot of guilt because he swore to be the protector of the other, the father figure or older brother so to speak, and then left him behind.” Adds the actor: "I have no qualms with it but I think people like to see it much more as a love story than it actually is. It’s brotherhood to me."
Captain America: Civil War is a love story, says Joe Russo