Bucky laughs a little because the threat is honestly, well, a threat. Wanda Maximoff can level an entire city with just her hands and her mind so he isn't about to play with god (or goddess, as it were). But just as he knows Wanda can do that, he also knows that Wanda never would. She's not someone to use her powers for evil. Never on purpose. Losing control, maybe, but he's done that too.

He reaches for her hand to tug her over to the bed and when he feels the mattress hit his legs, he slips his hands up to cup the curve of her waist.

"You good or do I need to slow down?" Slowing down would be excruciating at this point and he thinks Wanda is fine considering what she'd just been doing but it's better to ask. He always asks.