And you can't see the problem with this?
No. Time travel. Comic books.
This situation would not be able to play out in real life the way it did.
When he first met Sharon, it had been 3 years since he had kissed young Peggy, in Steve's time, but 75 years for everyone else. The whole world changed but his feelings were like it had been months.
He met Sharon not knowing they were at all related, and didn't find out for 2 years.
He wasn't in love, in love, with Peggy. They only shared a kiss and it never got to go further but he loved her because he had a deep respect for her as a person, something he also later found in Sharon. People look for qualities they find attractive, and sometimes they find those same qualities in another person. Sharon and Peggy aren't literally the same person, they look nothing alike and Sharon is from the US while Peggy is British. He's not looking for a Peggy replacement.
If I kissed a girl in elementary school, just kissed and that was it, and later met a girl after college, in another part of the country, I fell in love with and later discovered that she was that girl's sister, I don't think anyone would act like it's so weird. At best there would be a little joking about it but that's it.