One of the writers of the Captain America films has responded to speculation surrounding the sexual history of Steve Rogers.
Over the subsequent Captain America and Avengers films, Steve is shown to still be heartbroken over Peggy, and eventually travels back in time to be with her at the end of Avengers: Endgame.
Markus and McFeely wrote all three Captain America films, among several other entries in the MCU.
In Captain America: The First Avenger, Steve falls in love with Peggy Carter (Hayley Atwell), though they never get further than a kiss before he is frozen in ice until the 21st century.