I don't find that odd in the least. From all of Cap's appearances he has shown himself to be a very conscientious man. I can definitely imagine him intellectually realizing the necessity of the A-bomb's use while simultaneously having very deep moral problems and regret over it.
I haven't read the comics MrJLA is referring to, but if they are as simplistic as he makes them out to be, it doesn't impress me. Neither do people who try to make this out as a simple black-and-white issue. It's not.
