In 879 CE, Methos listens patiently as an inept alchemist surmises that someday ordinary humans might be made immortal. He has little faith in natural philosophy; everyone thinks that a little knowledge will change everything, but Methos had been around long enough to know that nothing really changes. Nothing is really new.
And what changes there are, aren't really for the better anyway. He thinks the ancient Egyptians understood this subject matter far better than the fools of today. So did the Greeks, for that matter.
In 1818, Methos reads a book called Frankenstein: The Modern Prometheus (recommended by his good friend Byron), and he starts to ponder what it would mean if the feats of these fragile little human characters were possible.
In 1952, Methos discovers that HYDRA has turned an ordinary human into something very much like an immortal. He invents yet another persona -- a scientist called Victor Shelley -- to get close and confirms it: this man is not one of them. He is not an immortal. He is just a soldier, a mortal, whose body has been toyed with to the point of monstrosity (to the point of being almost like an immortal).
Methos knows that HYDRA is considered, to use the modern lingo, "evil." And clearly, in the short term, they are doing nothing but harm to the world.
But Methos isn't concerned about the vagaries of the next 100 or 200 or 500 years. He believes in long-term plans.
Over the years, Methos helps the Winter Soldier. He protects the Winter Soldier when bureaucrats want to terminate the program. He secretly trains the Winter Soldier to be a stronger fighter, to know the telltale signs of immortals and how to kill them, to know the vulnerabilities of humans too. He tells the Winter Soldier that survival must always come first -- that his programming is to complete the mission at all costs, but that he must remember that the foremost mission is to live, grow stronger, even if it means to fight another day.
He finds a way to keep the old soldier in there - he changes the dosages in the records to hamper their work perfecting the brain clean -- so that someday, when the time is right, the Winter Soldier will remember being a man named James Barnes, will be, in some small way at least, a part of humanity.
And when they are alone, Methos speaks softly to him. Asks him questions, asks him to think, feel, so that he will be equipped to handle it on the day when he will have nothing but his own mind to rely on for orders.
Methos likes the Winter Soldier. Pities him sometimes, even admires him at others. But he doesn't do all of this for James Barnes.
Methos knows that the technology that created the Winter Soldier is the most important discovery he has ever seen. It is an entirely new immortality.
It is the only thing that stands a chance at defeating the old immortality.
When Methos was young, stupid, he started the Game. Convinced immortals that there could be only one, and that the One would subdue humanity, rule over it without challenge. And for thousands of years, Methos has had to live with the knowledge that his childish whim would someday enslave the planet.
But when Methos perfects the new immortal, centuries, even millennia from now, humanity will have a chance.