This dude is saying that Cap going back and not returning and just living his life messes with the timeline and can open up a can of worms (I'm adlibbing). Basically he was just supposed to put the stones back and get back so the timeline wouldn't be messed with. By staying behind he may have messed with things.
https://www.youtube.com/watch?v=HFA_aFui9Wo
Unless he skyways lived in the past and has always been part of our main timeline