Bruce wasn’t the hero of the story, he never had been. Heroes saved people. Good men like Steve dedicated their lives to being what the world needed. Other men, like Tony, were heroes despite their worst instincts. Even if Steve couldn’t see it, Bruce knew that Tony wouldn’t falter. Not when it mattered.
The closest thing to heroic Bruce got was hiding so that he wouldn’t hurt anyone. The world would be better off he found a deep hole to disappear into. Surely the others could save the world without him.
So why was he turning back towards New York?