He watches Steve watch him, the expression on his face discomfiting but not enough to derail the cold satisfaction of having returned to protocol. The longer he stays out on his own, he's been told, the more things will begin to get muddled inside his head, the more he'll come into contact with variables that will compromise his mission. His priority is not always simply to deliver kill results, but to maintain his own effectiveness as an asset while doing so.

"I'm supposed to come in," he explains simply, like a child reciting something he's been told numerous times by his mother. "When I go out into the cold, I have to come back."

Nevermind that there's every possibility SHIELD will answer instead of Hydra. He's not concerned about getting caught. To date, no organization or enemy or authority has ever been able to hold him when he didn't wish to be detained, or find him when he didn't wish to be found.