He nods to show he accepts Peter's decision. Does he agree with it? Obviously not. He lost out on valuable Peggy time because he assumed she was dead at first too. Steve knows this isn't the time or place for advice. It's better spent shooting Tony a look for undervaluing himself. He's telling Peggy later.

Then the show starts. Steve barely resists the urge to laugh. This is the early days of the Avengers all over again. He gives a little nod to say yes this is a little entertaining. Not helped by the fact one of them (Rocket) is clearly yelling about how he hasn't done anything yet. He's guessing that excuse isn't going well for him because it gets quiet after that for everyone who doesn't have enhanced hearing.

"They seem....fun." He informs Peter as he waits for them to come back. He's already making a mental note to keep Bruce and Thor away from these two at all costs.