It's an understatement to say that Natasha is suspicious. Efforts to catch the Winter Soldier have always failed before, even when SHIELD led them. There is only one reason this could possibly have happened and Natasha knows it all too well. It's convincing Steve that might present a problem. Once again, his propensity for loyalty is proving itself as inconvenient as it is endearing. She isn't sure whether to give his hand a squeeze or to punch him square in the jaw…or both.
"I don't care if it is a trap. I have to see him. I just have to."
Steve isn't naive. He knows the danger…but he clearly doesn't understand it, not like Natasha does, anyway. It has never been Steve's mission to kill. It has always been to protect, to defend, or to rescue. Fighting is necessary but always as a means to an end, as far as Steve is concerned.
Death has been that end for Natasha; Natasha the sniper, Natasha the assassin, Natasha the living weapon. She knows murder better than the callouses on her hands. At a glance, she can differentiate cyanide from strychnine, smell the traces of antifreeze in honey, know which magazines go to which guns, and how best to conceal the evidence of ammunition shells. It was a job for her, the ending of lives, and it's not something she can forget so easily.
Steve, on the other hand, has never been assigned an assassination mission. He'll never understand what it means to plan a death, to debate poison over bullets over knives. He'll never feel a sense of accomplishment upon seeing the light leave the eyes of his enemies.
Steve is not a killer. He cannot recognize a killer.
But Natasha can, and she does. The only ones who can catch a ghost are the ones who took it from its grave. Live bait is necessary when the hunting dog begins to catch wise. SHIELD's secrets run deep and trying to decode them is akin to digging to the Earth's core, a lifetime of work only to be burned and melted upon getting close enough. Captain America has taken his all-American independence too far, and SHIELD would rather euthanize their favorite hunting dog than risk disobedience. Steve Rogers is disposable. The Captain America title can be given to the soldier most willing to obey. After all, when you cut off one head, two others will always take its place.
"I can't convince you not to go. Go if you feel you have to. But I'm coming with you. You're in over your head, Rogers, and you're going to need someone to bail you out."