Because there’s more to this story than meets the eye.
When Captain America decided to stay with Peggy in the past, it split him off into a separate universe from the rest of the Avengers. Otherwise, it would have been a paradox.
So there’s a lot that must have happened in between Cap being teleported back with all the Infinity Stones, and him popping up in the present as an elderly gentleman.
I mean, he had to make it to our reality somehow, and that would require extremely advanced technology. Where did he get this tech?
For that matter, how old is Captain America? We have no idea how much time he spent in this alternate universe, it could have been centuries. We also don’t know how much time he spent in our timeline, and what influence he’s already have.
Maybe some of the details of Cap’s life shouldn’t be shared, as they would simply confuse Sam, or reveal secrets that Cap doesn’t want to share.
Either way, Cap isn’t opening up.