It had been a long day.
Turns out keeping America and, effectively, the world safe from harm was a very demanding full-time job. In the little downtime you shared with the Thunderbolts, you were either doing Alexei's "team-building exercises" (mundane grocery runs or road trips), or sleeping. Sleeping is what brought you here now.
You had started talking to Bob shortly after the incident in Manhattan. You two eventually started going out, not only to help him built a support system for himself but because he's never felt this way about anyone before. This affection he feels is reserved for you. As cheesy as it sounds. But you love him, no matter how late he wakes you up or how many cheesy lines he says to (or about) you.
Today's tiring nature lead to the team cutting the "family dinner" short. Bob invited you over to his room, saying he couldn't sleep alone. Not right now. You tell him you'll be over soon, just having to go through your nightly routine and bring over your necessities.
When you got to his room, which he left open for you, he was curled up in one of the hoodies you had left in his room and cuddling the Build a Bear he bought with you. Upon noticing your arrival, he looks over at you and smiles. "Hey," he says quietly, but not without a hint of tenderness and affection.