But thanks to some time-travel trickery, Endgame writers Christopher Markus and Stephen McFeely figured out a very cool and emotional way for Steve and Peggy to finally get that dance, and it was the ideal final shot for the closure of the Infinity Saga.
Before Steve Rogers (Chris Evans) put his plane into the ice, saving the East Coast from a massive explosion, Captain America told Peggy he probably was going to be late for that dance.