Steve Rogers did, in fact, realize that something was off when he saw the outline of the woman’s odd bra (a push-up bra, he would later learn), but being an officer and a gentleman, he said that it was the game that gave the future away.
No, see, this scene is just amazing. The costume department deserves so many kudos for this, it’s unreal, especially given the fact that they pulled off Peggy pretty much flawlessly.
1) Her hair is completely wrong for the 40’s. No professional/working woman would have her hair loose like that. Since they’re trying to pass this off as a military hospital, Steve would know that she would at least have her hair carefully pulled back, if maybe not in the elaborate coiffures that would have been popular.
2) Her tie? Too wide, too long. That’s a man’s tie, not a woman’s. They did, however, get the knot correct as far as I can see - that looks like a Windsor.
3) That. Bra. There is so much clashing between that bra and what Steve would expect (remember, he worked with a bunch of women for a long time) that it has to be intentional. She’s wearing a foam cup, which would have been unheard of back then. It’s also an exceptionally old or ill-fitting bra - why else can you see the tops of the cups? No woman would have been caught dead with misbehaving lingerie like that back then, and the soft satin cups of 40’s lingerie made it nearly impossible anyway. Her breasts are also sitting at a much lower angle than would be acceptable in the 40’s.
Look at his eyes. He knows by the time he gets to her hair that something is very, very wrong.
OK STORY TIME I WAS BABYSITTING THIS 6 YEAR OLD BOY AND WE ATE POPSICLES, THIS WAS THE JOKE ON MINE AND I TOLD IT TO HIM, BECAUSE THATS WHAT YOU DO WITH JOKES AND SO LIKE A DAY LATER I GET THIS CALL FROM HIS MOM AND SHE SAYS “My son told me an inappropriate joke today, and he told me he got it from you” AND I WAS SUPER CONFUSED??? SO I ASKED HER WHAT THE JOKE WAS AND APPARENTLY HE SAID “how do skeletons communicate? They bone each other” I AM SO DONE