Wanda does ultimately sacrifice Vision but only when there's clearly no other option and Peter does with Gamora when she asks but still loses control when he finds out Thanos has killed her.
As you say Steve wouldn't kill Bucky even if it were the surest way to prevent the deaths he causes as the winter solider, he'd look for another route as he did here. Self sacrifice is something very different and that's obviously something Rogers does agree with although the film is challenging him/us to deside if that difference matters or not.
Ultimately I think the film isn't totally decrying the heroes moral stance so much as it is putting it to the ultimate test, I strongly suspect in the sequel were going to see the negatives of Thanos's moral view, potentially mixed in with some evolution of the heroes and indeed perhaps a bit of a change in tone?
Before this films release I was interesting to see what the Russo's did in terms of tone as I would argue there cap sequels are rather different to the standard grand heroic marvel style, more morally and dramatically complex and less overt humour. This film on the face of it did seem to be more like the expectation of the Avengers and Guardians films most audiences probably had whilst arguably also undermining it, I would not be supprised if the sequel takes a rather different tone, audiences are prepped for it after that climax and arguably the cast of characters they have now are pretty well suited to it.
