A lot of people are pretty disappointed in the way Steve's character arc was completed at the end of Avengers: Endgame. Some of these issues include breaking character, not following the rules of time travel implemented in the movie, and for things like leaving Bucky behind. There's some validity in these concerns but there's also an answer to all of these concerns, at least to me. I was pretty satisfied with Steve's ending. Whether it be because I wanted to find satisfaction and a sense of completion among the sadness that is Chris Evans' and Robert Downey Jr.'s departures from the Marvel Cinematic Universe or some other reason, I have my own sound logic to address the issues as well.
A common issue is that Steve would not want to go back to a time he once claimed he does not belong to anymore. But that was before everything happened, before he lost two of the closest people to him - Natasha Romanoff and Tony Stark. I can understandably see why he would no longer want to fight in a time period without them, especially when he can securely place the safety of the world in the hands of many others he can trust and has fought alongside with, like Sam and Bucky.
The problem with time travel is rather confusing and it doesn't help that the directors alluded to the alternate timeline rather than outright explained it. The way I, and others, see it, Steve had grabbed four Pym Particles, two more than he needed for himself and Steve in the 1970's. He probably used those extras to create his own reality where he and Peggy end up happily together.
Some fans even think he's being cruel for "ditching" Bucky, but I'm sure Bucky understood. And there's some dialogue hinting to that, too, like when Bucky said he would miss him even though Steve was supposed to be gone for only five seconds. Steve's been through a lot. He's been through so many wars. He's constantly given himself for the world, the universe, even. He's allowed to be selfish just this once.
Of course, I also understand why people would not be satisfied with this ending. It felt like his arc was somewhat rushed in order to complete Tony's. If you look hard enough, though, I think it makes sense. I suppose I'm also just trying to make peace with the fact that a character that's been with me for so much of my life is no longer here. And if he's happy, poor writing or not, I'm happy, too.