Like all cyborg characters, Genos surely has problems accepting who he is. He traded his humanity for power, to avenge his loved ones. His motivations are noble, but that doesn’t make it easier for him. He feels incomplete, inadequate. That’s why he became more than human- to feel as though he can make up for what he blames himself for- his inability to save his family.
I think he secretly hates himself for what he is, and he is searching for purpose. He is searching desperately for a way to be completed. That is why he is so attached to Saitama. But what he doesn’t see is that he is beautiful just as he is, and life still comes from within him. He may break apart, but his will is still there, and his human soul still resides inside of him.
Being an Avenger means continuing to be Captain America and smiling and being honorable for the public and Harry does his best. But it doesn’t give him time to figure out who he is supposed to be once he takes off his uniform and puts the shield to the side. Just being Harry had always involved Louis, and Harry fears he doesn’t know how to exist without him.
or: Harry is Captain America, and Louis’ been dead for 70 years.