Actually Bucky has been a running character in the Cap comic for several years. When they relaunched Captain America a few years ago one of the first stories was the reveal that the Winter Soldier was Bucky.
Also the comic where Bucky was killed never actually existed in a first iteration. Bucky's death and involvement was retconned in later years.
It's even been hinted at that the Winter Soldier was involved in Wolverine's original escape from the Weapon X facility. Marvel just loves complicating their own continuity.