Steve loves his job and loves his boss. If he didn’t, he would’ve have done half the things he had done for Natasha. And it means he takes betrayal personally, even when it never directly affects him. So tonight there’s three cooling corpses and if anyone asks (but no one ever does) where Steve is, about ten dozen people and a security camera can confirm he spent the whole night at a dive bar getting drunk.
His alibi also means he can safely visit Natasha, which is always a highlight. It’s easy for him to slip into the room, all the guards recognize him and let him through with no words spoken. “Hey, Boss,” he greets her, dipping his head in deferment, “I finished that last job. Anything else for me tonight?”