One connection i made between Black Widow and Falcon and The Winter Soldier is how USA and Russia treated their respective super soldiers: Isaiah Bradley and Alexei Shostakov.
Isaiah was put in prison for 30 years from 1950 to 1980 and would have been more, until a nurse help him by faking his death.
Alexei was put in prison, but we don't know when or why exactly, the line Alexei gives was "He [Dreykov] puts me in prison for the rest of my life." until Natasha and Yelena save him.
The main diference would be that with Isaiah, scientists experimented with him, in his words "trying to figure out why the serum worked" while with Alexei, he was left alone as he said "Soviet Union's first and only super soldier.", this can be because of the Winter Soldier program, which was a failure, the new subjects became aggresive and mentally unstable, the only successful one was Barnes, this would have deemed the search for a sucessful supersoldier serum something very difficult and not worthy.
Then comes Dr Nagel, his words "I was brought into Hydra's Winter Soldier Program to pick up their work after the five failed test subjects in Siberia, when hydra fell, i was recruited by the CIA, they had blood samples from an american test subject with semi-stable traces of serum in his system. after much labor. i was able to isolate the necessary compounds in his blood [...] I did what not other scientist was able to do"
So i think the reason why they didn't experiment with Alexeis was because too much cost and little reward, the scientists of the US Government and Hydra experimented with Isaiah for 30 years, even with that, Nagel needed much more time to finally replicate and perfect the serum, so i can see why abandon the project and focus in others programs, like the Black Widow program (or Red Room).
This started as a fun, maybe reaching connection between Black Widow and Falcon and The Winter Soldier, but later turned into this, which...i love the MCU and i always look for a reason to talk about it.