Bucky peers at Yelena, more uncomfortable by the thought she knew a version of him. Like an alternate. So he has no idea what this other Bucky may have or may have not shown or told her. And possibly Natasha, since it seems like she's also there.

He doesn't know Peter (he sort of does, as he might have been mentioned here and there, but he actually knows of Rocket better than Quill), so he leaves that untouched, for now.

"Is there a reason they disappear?"