It all revolves around the hinted at time travel we'll see in the next film. The Quantum Realm in the back of Scott Lang's van is the key, and that's where Reddit user InGenNateKenny lays out their theory. For them, Cap is going to travel back to the period where it all began, go on that date he left behind, and get back together with Peggy Carter:
And he stays. He hangs up his shield, and sets down for the life he was going to live before sacrificing himself. For a person who gave so much, it would be a fitting ending. Ignoring the implications of confusing timeline stuff, it would be quite cool. And he could appear in future movies if they really wanted him this way.