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He knows that it depends on who's going to succeed in the end. The way he's going to be remembered. As hero or villain.
It's either going to be Brock Rumlow, who helped save the world or Brock Rumlow, the evil terrorist. If he's even going to show up in the history books. Very unlikely.
Or course, he could get himself a tragic backstory and paint himself as a victim if HYDRA doesn't manage to pull it off. But that's just lazy. He's working for them because he wants to and not because he was coerced. Well... he was working for HYDRA before he even knew HYDRA was withing S.H.I.E.L.D. but the fact remains. He believes in the cause. It's time for a new beginning. A world under new and better rules.
Until then he's playing babysitter for America's Sweetheart. He's not going to ask Pierce, but he wonders why HYDRA didn't finish Rogers off when they had the chance. Unconscious and half-frozen it would have been easier to kill him than alive and kicking. But that's his opinion. Jack says it's something about giving people hope and then taking it away. Brock says it's an unnecessary risk.
Instead of showing the world that the guy somehow survived a 70-year-long nap in the Arctic, it would have been a great way to show that the legend was nothing but a tight-wearing scam. And then the reveal that Captain America's sidekick spent the last half a decade working for the enemy. Deconstruction of one American myth at a time.
But what does he know. All Brock is good for is working in the gray area between S.H.I.E.L.D. and HYDRA. Working missions with the holy Captain while gaining his trust to extract information. Not that there is anything interesting about the guy. The occasional jokes are not enough to distract Brock from the tedious way he spends his life. One more visit to the Smithsonian and he's going to shoot him himself. Pierce and HYDRA be damned.
At least that would be a way to make a name for himself. Brock Rumlow. The man who killed Captain America. In this case it wouldn't even matter which side wins.