People have said this scene is Natasha trying to get Steve to open up, which I would totally buy as she is exactly that sneaky and has obviously taken an interest in his social life. But there’s another interpretation, one that makes me sad, and that is that while Howard Stark’s role in building SHIELD is well known (you know there’s a fucking statue of that asshole somewhere) Peggy’s is not. Did she and Howard have a falling out and he deliberately tried to undermine her legacy (yes please, I would read all those fics)? Did the history books just not do her justice? Subsequent directors didn’t like following in a woman’s footsteps and hid her away?
I find it a lot more likely that Peggy’s legacy was taken away from her than I do that Natasha would put herself in a position of having to drop a line of interrogation. Steve doesn’t answer her, so she has to let it drop. If she’d really wanted to drag some gossip out of him, she would have said “Oh, hey, Peggy Carter. Wasn’t she active in the field during your day? I heard you guys worked together. Did you know her? Is it true she once blew up a Nazi tank with her cosmetics just to make a point? I hear she took a shot at you one time.” See all the follow up questions?
And, sadly, history shows up that women who do great things are often forgotten about or even just quietly left out. It makes me sad to think that this picture in an abandoned base is what they left Peggy.