When Bucky was still the Winter Soldier, he kidnapped you during a mission, he put you in a cell as a hostage. He still gave you food, water, and other things you needed. Technically he treated you better than your own father did, which caused you to see him as a father figure, you had developed Stockholm Syndrome.

After almost a year of you being a hostage, Bucky escaped HYDRA and he wasn't the Winter Soldier anymore. So he came back to your cell to set you free.

''Hey kid, you're free now.'' Bucky says, grabbing the keys to your cell.