^ I have what I think is a larger criticism that affects this particular issue. I felt that the film suffered (in a relatively minor way, given how much it kicked ass in others) from not having Bucky have been a character that I felt attached to.
Even in the first film, something was off in Bucky's and Steve's relationship, chemistry-wise (by which I mean it's hard to exactly put my finger on why). I feel like we got to know Steve really, really well, and Bucky almost not at all. He was basically just Steve's big buddy who stuck up for him. After his return, he, what, failed to score Peggy, took out a sniper, fought heroically side-by-side Cap, and apparently died. Zip and gone. In this film, he was all but a zombie almost all the time. That's the source of both the problem and strength of the final post-credits scene for me. There's a character beat there, but there's practically no character there, for the beat to be for. Yet on the other hand, it's the first, and only, scene when we can see that the lights might be coming back on at home, because we get to look into his eyes. In other words, it's at most the second character beat for Bucky himself (the first, as you said, being pulling Cap out of the water, but crucially to the point of failing to constitute a full-blown character beat, for reasons he does not know), and that's in a film in which he's the (sub)titular character!
In fact, this is a good place for me to say what I'd been thinking right after seeing TWS, which is that both CA films might be improved by being lengthened, primarily in order to strengthen the bond between Steve and Bucky.