"What." It's not an outright no at least, but. Bucky might sound a little irritated, whether or not that's intentional. Maybe Arthur can read into that tone a little bit, that he might be perceived as a liability. Not so easy to tell though when Bucky is normally brusque and grumpy.

"What's your plan." Is what he ends up saying after a stretch of silence. It's not outright dismissal, and it's only a fair question he might have asked anyone else expressing interest in tagging along.

"For all we know, it doesn't mean anything." It might get them in trouble if the doctor was to find out, too.