Bucky may have been found and is being helped, but there were others with him. While regaining his own memories, he see's a specific girl fighting against him with HYDRA. She's fast, strong, and silent, just like him.
He may not remember much, but he does know that he wants to save that girl from what the rest of HYDRA is doing to her. While they plan on how to get her to safety, they meet her outside in the streets. She's masked from the eyes down and she's ready to kill. After seeing and fighting her, Bucky remembers more about her than he thought there was to remember.
He found that feelings sprouted inside the seemingly emotionless Winter Soldier, and maybe in the other soldier as well.