Bucky isn't surprised to come across another person while he's out exploring the 'prison' they've found themselves in. That it's Peggy, though, is a little unexpected (though, really, he's not sure why he considers it such). But at least she's somebody he knows, so his lips quirk in a wry smile at her remark.

"If I always waited for invitations, I'd hardly ever get out," he points out, with some humor in his voice.