At the end of Avengers: Endgame, when Steve gives the shield to Sam, Sam asks Steve if he wants to tell him about his wife. Steve says no.
Why wouldn't he want to talk about her?
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Because we know who she is and it's a part of his life that is his and his alone. At this point in the timeline we know that she has died, his story with her never crossed his story with Sam. There is no purpose for him to delve into who she is because it's not a mystery.
It's also respectful to her now that she has gone. You can view it as "don't kiss and tell". Their lives together was theirs and it's Steves choice to keep it to himself.
Also, the film was 3 hours long, we didn't need any more information. We see them together. That's enough.
I think it was a mix between Steve wanting closure but also the show don't tell concept. Why have Steve talk about what happened when they were going to show that scene afterwards of the two of them dancing. From a filmmaking perspective it would have been redundant and the film would have been an extra 10 minutes for no reason.