I'm just going to step in here with a little comic information. Since the movie script writers pulled heavily from the Ultimate universe (a completely separate entity from the main Marvel continuity and an attempt at "updating" said canon), you might be interested in seeing Steve's first reaction to General Nick Fury.



A little context, this is moments after Steve woke up from the ice and he's assuming he's been taken by HYDRA or the like. Obviously, Marvel itself has made efforts to, as you say, correct the "historical facts" of their canon.