So pre-army, Bucky made some extra money doing some *ahem* modeling (read: gay porn)(preferably kink/bdsm porn). He successfully kept it a secret from everyone, including Steve. Decades later, somebody is looking through some old photos stashed somewhere, finds them, and realizes who it is. They make their way onto the internet and become one of the those things that pretty much everybody knows about, like it's always on "Top 10 Things They Left out in School" kind of lists (or whatever, you know what I'm talking about). Maybe Steve finds out about the pictures before he finds out Bucky is still alive and is shocked but then ends up with some serious guilt boners.

Post-TWS, Bucky has a lot of complicated feelings about the abuse/trash he suffered under Hydra. He remembers being pretty into it at the time, so it couldn't have been rape, right? And he ends up discovering these pictures, which just make things that much more confusing for him (OP's preference is that while porn wasn't Bucky's first choice for work, it's all fully consensual). And when photos and/or videos of trash parties get leaked online, it really doesn't help his already not-so-great public image that the things he's doing with Hydra look an awful lot like the things he was doing before. (also now Steve feels super-duper extra upset about getting off to those pictures, knowing what Bucky has been through with Hydra).

tl;dr Bucky made gay bdsm porn before the war, and it complicates his post-hydra recovery (featuring Steve's shame boners)