Nah, it's grand. His first movie is adventures with Peggy Carter, Howard Stark and Bucky Barnes, and then his second is him kidnapping Sharon, Tony and Rick and making them pretend to be his old friends. Fury makes them all play along because they need Steve too much. They try and persuade Thor to wear his wings on his ankles instead of his helmet and answer to Namora, but he's having none of it.