Things Sam Wilson has a very obvious emotional reactions to in TFATWS and CABNW, please feel free to add more if I forgot anything.
Steve's loss. When he puts the shield in the museum, Sam is depicted as pensieve beforehand, subtly emotional during his speech, and tearful once alone with the moment. He keeps referencing Steve, but we also learn that Sam is a man VERY used to loss and grief. It impacts him. It just doesn't cripple him.
Walker being announced as Cap. Wringing his hands, utter devastation on his face.
Bucky's behaviour. Sam is depicted as varying levels of hurt. Some of those cause him to react with annoyance or anger, some of those cause him to clam up with a shuttered, hurt expression on his face.
Isaiah. From devastated disbelief to tearful empathy, there is a wide range of emotions here.
Sam's family. From positive emotions all the way through the quiet desperation/shame of his attempts to fix something, anything, to make things right, to his worry over them being threatened.
The situation of the refugees. Sam is shown jaded when discussing how the government moves here, and is visually affected by the state of the refugee camp in Riga.
Lemar's death. Like EVERYONE ELSE IN THE ROOM, Sam stops what he's doing, because everyone is surprised and shocked by what happened, and the realization that Lemar is dead. Like EVERYONE ELSE IN THE ROOM (with the exception of Walker), Sam fails to have a sobbing breakdown, which is weird to want him to have, because his death is a tragedy, but there is shit to deal with, like idk, Walker's rampage. Why doesn't Bucky break down in tears, given that this is a requirement for Sam to count as a real boy? We will never know.
Nico's death. He has a name, some of you guys need to remember to use it sometimes. Anyway, like the crowd overall, Sam doesn't have a huge visual reaction other than a certain level of shock/concern, because that's not the focus of the scene. And yeah it's a traumatic sight, but Sam is a trained pararescue and has likely seen worse in the two combat tours in Afghanistan, not sure why he needs to be screaming, crying, throwing up here? The point of the scene isn't everyone else's reactions. The scene is meant to get a reaction from the AUDIENCE, and cuts away from everyone else's reactions pretty fast. But there IS an immediate reaction. And...
The bigger reaction comes later. It happens the next episode, after things calm down. You know where you will find it? When Sam is in tears while cleaning blood off the shield. He looks devastated. You can roll Lemar, Nico, a reaction to nearly dying because Walker tried to brutally murder him, all into one neat package. Plus Steve grief. It's a beautiful scene, I recommend some of you go rewatch it. It's heart breaking.
Resolution with Bucky. Sam has to take a deep breath and swallow when he gets the apology he was owed. There's a lot of emotion happening on his face in that scene. It requires watching Mackie's performance.
Karli's death. This is a 19 year old who did bad and extreme things in response to the violence that was done to her. He tried hard to save her, to pull her away from that path, and in the end she dies crying in his arms and apologizing to him. And he holds her, and is visibly affected. She got three people killed and eleven people hurt who were guards at a supply depot she blew up to send a message. The supply depot was full of resources the government stockpiled and denied the refugees who are kept in camps at gunpoint. Argue with a wall if you need to villainize her. Or go write meta about how white people who do worse deserve sympathy, but the biracial black girl does not. Sam tried hard to save her, and he has a reaction to how things end for her.
Do I need to make another list for CABNW? We have...
Various levels of hurt, annoyance, anger at how Ross treats him
Devastation, sadness, worry about Isaiah, both during the arrest and during their prison conversation, to the point that Sam neglects letting medics handle his broken bones before getting Isaiah out of prison
Worry about Joaquin to the point that Sam has to be reminded to stay on task, because otherwise he was gonna abandon mission and go after Joaquin. To the point where he stands guard, watching Joaquin be operated on. To the point where he feels like a failure because Joaquin got hurt on his watch, among other things. To the point where he feels not good enough, but wrestles with his shame so much that he can't say those words and stops short.
Dennis' death. It's just a small scene, but the way his face completely falls when he learns of it is THERE. It's just that there's shit to do, and Sam doesn't have time to grieve. In a perfect world, I'd have liked to see Joaquin and Sam discuss this, as it's implied there was at least a rapport there between Dennis and them, and between Dennis and Sam especially. This is the one time I think the criticism holds, as the movie doesn't circle back to Dennis' death in general.
However, lots of emotion coming through at the end, when Sam and Joaquin both cry in the hospital room. When Sam's voice *cracks* under emotion, when he chokes up as they discuss the difficulty of having to perform to a standard not demanded of others, and find emotional resonance with one another.
Sam is one of the most consistently written characters in the MCU, and has plenty of emotional reactions to the things happening around him. Have we seen him shaking, crying, throwing up levels of upset? No. But we've seen him affected plenty. We don't need him to be crippled by things that have no need to hit him as hard as some people want it. I skipped things like him being joyful and proud and more positively affected, since the drama is all about how he's "not a real boy", because he doesn't do big crocodile tears. I know the white faves like Bucky, Yelena, Loki and Co do the whole shaking crying yelling thing. Sam doesn't. That doesn't mean he never has emotions or isn't a fully realized character.