Captain America proved the Ultron proclamation wrong.
The most straight forward character in the Marvel Cinematic Universe is Captain America. He will tell you exactly what it is and there are no two ways about him; if 'Steve' says it he means it. The difficulty of portraying such a character is a problem for writers and directors, how do you portray the heart, kindness, and pain for a character who doesn’t possess a single mean bone in his body.
Most of the people who tried to bring Captain America didn’t get what he was all about, but Christopher Markus and Stephen McFeely slowly got what it takes to bring the character to life. Their genius compiled with the care of Joe and Anthony Russo gave us the lovable and too good for this world, Steve Rogers.
Steve Rogers went from a joke of a character in the first Avengers to a fan-favorite by the time Winter Soldier left the theatres. No matter how good he tried to be though, he was always sucked into battle by people close to him, and a real test of his resolve was in 'Age of Ultron' where the villain 'Ultron' told the Avengers and Captain America in particular, they could never live without war. Those words must’ve stung a bit to Captain because he never wanted to fight so he can oppress, he wanted to fight because he wanted to liberate and by the time he plunged that plane into the icy water, Rogers paid all his dues.
Watch: Ultron tells Captain America he can never live without a war.
After his sacrifice, he owed no one anything but still there he was fighting a robot who is saying the same thing he is having trouble with. The crisis of a soldier out of time, he doesn’t want to fight, but he keeps getting pulled in, and the words from Ultron rings true. The question then arises, is he really a hero if he doesn’t know when to walk away when to stop fighting?
We are jumping universes now, let’s take a look at a line 'Two-Face' said in The Dark Knight, he said, “you either die a hero, or you live long enough to see yourself turn into a villain.” Two-Face is correct, we’ve seen the heroes go into battle after battle, and after some time the line between heroes and villains get blurred and what will be left? A husk of a person who used to be a hero but now he doesn’t even recognize himself in the mirror.
Watch: Harvey Dent tells Bruce Wayne about dying as a hero or living long enough to become a villain
In many ways, the heroes are the cause of the conflicts, the power possessed by the heroes in itself invites challenge and with challenge comes chaos and war. So, the heroes just suiting up means they are getting ready for war. And up until Endgame, the words spoken by Ultron were true.
But, during the final moments of Avengers: Endgame when Captain America traveled back in time to put back all the artifacts the Avengers took, Captain, proved Ultron wrong. He didn’t come back from his errand and stayed in 1970 with 'Peggy' and fulfilled his promise to dance with her.
Watch: Captain America gives up being a hero to live with Peggy
For all his time in Avengers, Black Widow and Tony kept on telling him he should settle down and find a girl and it was not possible then, but when he went back in time, Steve gave up his life as a superhero so he can be with the person he loves. When he finally came to the place of time travel as an older man and gave his shield to Falcon, Steve’s rebuttal to Ultron’s statement was complete.
Steve gave up on war and took up a life of peace, he paid his dues, and the Captain went out as a hero. We do not expect Steve to be back for any more Marvel movies so if this was the last appearance by Captain America in the MCU, then Ultron couldn’t be more wrong.