Captain America isn't as cost-less as you think; to quote from the Marvel Wikia about the 'super-soldier serum' that makes a Captain America:

But the more powerful variants come with strange side-effects that may also include mental deficiencies.

(In one random comic - I have no idea which - that I read as a kid, S.H.I.E.L.D. had apparently put Captain America into cryogenic suspension specifically to stop the serum from killing the cap'n, in the hopes that the future could fix him. Quite a side-effect.)