Steve would reinforce his claim to being okay, but

(he isn't, and he doesn't know if he's ever going to be, because Gabriel is dead and Steve knew that something like this was going to happen and he still didn't manage to stop it and even if he finished the cyborg research he still wouldn't be able to bring him back and)

he can't quite muster the enthusiasm. He just lets Neil propel him outside, concentrating on staying outwardly calm.