So did Cap's actions change the timeline and preempt that marriage? Do those kids even exist anymore? One popular fan explanation holds that the Steve was Peggy's husband all along. After all, we never see him in any photographs. And Endgame screenwriters Christopher Markus and Stephen McFeely recently confirmed that theory, stating: "It was always our intention that he was the father of those two children. But again, there are time travel loopholes for that." Which on one hand is kind of touching ... but on the other, it also creates a whole bunch of weirdness. (And we're not even talking about how Cap frenched his own niece.)
In order for Cap's presence in the present as an old man to make sense, he must not have done anything to alter the MCU's history, avoiding creating alternate timelines the way the Avengers' sloppy time heist did. Now, so far this tracks, since his future with Peggy was already her past in The Winter Soldier. But this also means that in order to preserve the timeline, Steve had to make some big concessions. To not disrupt the past, he'd have to keep a low profile, and wouldn't be able to interfere in world events. That means allowing over 70 years' worth of major tragedies to occur. Which you have to imagine would be an agonizing experience for an incorrigible do-gooder like Steve Rogers. He would also have to let his wife continue punching the clock at an organization he knows is secretly run by friggin' Nazis.