In my opinion, Cap just plain ol' doubts himself. I mean who other than Thor would truly believe that they are worthy of a hammer forged for the King-to-be of an otherworldly race?
Even Thor began to doubt himself in the first movie, and it took a journey of discovering who he was and what he's meant to be to regain his sense of worthiness within himself. Cap may just not fully believe in what he's doing yet. Hell, I'd find it hard to myself if I was fighting for a government who seeks freedom through neverending war. *Ehem*