Steve's very well versed in internalizing his problems and pain, keeping the personal things he doesn't want to burden others with for himself to deal with in his own time. Though, it's always been harder where Bucky is concerned.

"Honestly? I'm one hell of an easy target right now and if you wanted me dead, I would be, so yeah, I trust you, Bucky," and he sincerely does. Even after everything, he has such faith in this man, such hope for him, and the fact that they're having this odd conversation instead of Bucky killing him? Well, it's a large improvement from their last encounter.

Besides, he figures Bucky needs to hear more than just a 'yes' to believe that Steve trusts him.