Marvel Cinematic Universe fans have been lamenting the lack of romance between Black Widow (Scarlett Johansson) and the Winter Soldier (Sebastian Stan) since Captain America: The Winter Soldier failed to include it. While many still hold out hope that the iconic and beloved comics romance between Bucky Barnes and Natasha Romanoff could come to the big screen, it seems unlikely now, given Natasha's death and Bucky's direction in film and TV. However, the MCU probably could not have included the romance even if it wanted to -- for the simple reason that Natasha and Bucky's MCU stories are different arcs than the comics.
How Black Widow and Winter Soldier's Relationships Differ in the MCU
While Natasha in comics and on film is certainly motivated to redeem herself for her tragic past, the MCU's Natasha has a few fundamental differences from the comics character. First, her relationship with Hawkeye on film is fully platonic as opposed to a romance like in the comics. Her strongest on-screen bond, in many ways, is her platonic friendship with Captain America, which is not a major dynamic in the comics. In some ways, Natasha on film took on qualities from Sharon Carter in the comics, filling the key role of the SHIELD agent who brings Steve Rogers into the modern day. As such, however, Steve also took on the role of emotional support for Natasha as well.
Bucky's relationship with Steve is also different in film from in the comics. In the original 1940s comics, Bucky was a Robin figure to Captain America's Batman: a younger sidekick who, while extremely competent, was always in the supportive sidekick role. He played a Gwen Stacy-style role as Steve's guilty tragic past and a Jason Todd-like role when he was resurrected as the Winter Soldier. In the MCU, however, Bucky is Steve's childhood friend of the same age, who played a supportive and watchful role to Cap pre-serum, and whose death weighs on Steve but is not used as a primary motivator in the modern-day for him as it was in the comics.
As such, Cap served as the undead super soldier who bonded with Natasha over her tragic past and helped her embrace redemption and a new life; he also served as Bucky's strongest connection on film, the person who truly snaps him out of being the Winter Soldier and who saves him from his past. In other words, the emotional role that Natasha and Bucky play for each other in the comics is taken on for both of them by Steve Rogers in the MCU. It's Cap who acts as Natasha's most important companion and is Bucky's closest relationship on-screen. As such, there really wasn't much room in the MCU for Natasha and Bucky to have their comics romance.
Why Adding WinterWidow to the MCU Wouldn't Have Worked
This change may have been in the cards ever since The First Avenger altered Bucky's character. While Iron Man 2 kept pretty close to Natasha's comics introduction as a mysterious super spy, The First Avenger altered Bucky to make more sense in the modern era. In a world where the idea of a kid becoming a sidekick to a superhero in World War II seems completely ridiculous, Bucky in the MCU could not be the same character he started as in the comics. To keep some degree of realism, the MCU had to change him, and in the process, it changed his relationship with Steve. This rather famously caused their on-screen friendship to soon eclipse their dynamics with other characters in the comics, which included both Steve's comics friendship with Tony Stark and also, in this case, Bucky's romance with Natasha.
As such, trying to also include Bucky and Natasha's romance would have overcrowded the MCU. In the movies, Steve Rogers fulfills that emotional role platonically for both of them; trying to force in their comics romance could have felt awkward, in much the same way that many fans felt a bit uncomfortable with the kiss between Steve and Sharon Carter (Emily VanCamp) in Civil War. Thanks to the lack of screen-time for Cap and Sharon on film, to many, the kiss felt like an attempt to force a romance for the sake of comic canon rather than because it made sense for the characters on film. The Winter Soldier and Black Widow romance would, in all likelihood, have felt the same.