To clarify, he's Rumlow's "beloved" Soldier because when I saw Rumlow in the movie, like during the wipe scene, I had this idea that he's like "aw yeah!" because he thinks Bucky is some kind of badass for taking so much pain. Like the Soldier is what Rumlow wants to be when he 'grows up.' (Lol like that's ever gonna happen) So seeing the Soldier being raped is like the worst insult to Hydra that Rumlow can imagine.