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That's really not even the same question as with you federalists who already surrendered to an EU-style "big government" and inherit your entire world view from that kind of context. When our high-tax states have to spend their time managing the public spending instead of pressing a button to decide who in the private sector it should be subsidized to, they have little time to target individual citizens with bureaucratic bullshit. The additional top layers in federal governments on the other hand seem to exist to have nothing but time in their hands.
In Scandinavia you don't usually get vindictively punished for saving a life at the cost of breaking the law, which is what Cap does to harbor a fugitive (Bucky) who's about to be killed by a foreign operator (Black Panther) on American soil. We can probably assume Cap isn't going to go hang for it in the movie either, but his position is to do the crime in the first place. What I hear from moviegoers is commonly along the lines of "sucks, but he should obviously just let Bucky die".