Even the Falcon And The Winter Soldier writers weren't told what happened to Steve Rogers
The Marvel Cinematic Universe stories are often at their worst when they’re being forced into Marvel’s machinery rather than finding new and interesting ways to interact with the machinery, like Thor’s sidequest to the magic cave puddle in Avengers: Age Of Ultron or the hoops that Iron Man 2 jumps through to try and walk back the “Avengers Initiative” thing from the first movie. Disney+’s The Falcon And The Winter Soldier may have just been a TV spin-off of the MCU, but it sounds like it felt the heavy hand of Marvel Studios as much as any movie.
In a recent interview with Inverse, showrunner Malcolm Spellman revealed that some aspects of The Falcon And The Winter Soldier were heavily dictated by Marvel, to the point where the people making the show weren’t even allowed to know about (or pull characters from) the larger MCU. For example, those coy references to Steve Rogers’ current location post-Avengers: Endgame weren’t meant to be teases about what he was actually up to while his friends were learning, and growing, and saving the world, they were included because the writers literally had no idea what happened to Steve Rogers after he gave up his shield to Sam Wilson and wanted to find a fun way to dance around it.
Spellman spins this as a positive thing, because they were able to come up with whatever they wanted to say about Steve Rogers without worrying about giving a wrong answer, but it is kind of awkward and jarring that Steve Rogers apparently died or disappeared off-screen and nobody really cared enough to, say, give him a memorial of some sort. Bucky and Sam don’t just talk about him like he’s dead, they talk about him like he died a while ago and they’ve pretty much moved on.
Another issue, though this one is very understandable, is that MCU boss Kevin Feige quickly disabused the Falcon And The Winter Soldier team of any notions they might’ve had about being able to use other Marvel heroes. The finale’s big action happened in New York City, home of Spider-Man, but Spellman says the response from Feige when they started talking about bringing in other heroes was “No. Stop it.” He says Marvel is very strict about how crossovers “have to occur organically,” which was apparently a good enough reason for the TFATWS team to give up on their Spider-Man dreams, but… wouldn’t it be pretty organic if bad guys were attacking New York? And wouldn’t saving people from helicopters and stopping super-strong bad guys from getting away be easier with webs? Look, we get it, Marvel would have to run it by Sony and pay Tom Holland to record some lines, so it was never going to happen, but Marvel went to the trouble of building this whole universe and it should know that people are going to ask about this stuff from time to time.