Y’know, as a fairly competent actor who is absolute shit at improv and even worse under pressure, I find this totally believable. If I have the time to craft an elaborate lie in order to get shit done, it’s no problem - I’ll have the whole script in my head at the start. But throw me into an espionage situation where I’m on the run from the government and my partner invents a backstory on the spot? I’m going to fuck it up and embarrass us both. I feel like Steve is definitely the same way. Maybe not going so far as to decide how many pets he had as a child, but certainly able to lie given the time to craft a backstory. It’s the thinking on his feet that he’s not so good at - he’s a soldier, not a spy, so he’ll plan everything out and prepare to fight if it goes bad. Natasha is the one who can bullshit her way out of any situation, because she’s a spy. She knows how to make it up as she goes along.