No, they didn't.
They drew arms on him when he began acting agitated and risky during a highly sensitive conversation. Which, in most countries, is the right of police or military. When they stood around him, armed, Rogers attempted to order them as if they were his subordinates and actively threatened them.
He threatened agents on their own ship doing their duty. And then he took a hostage, stole an aircraft, and started putting together an army that included known multiple murderers for the sake of a vigilante war against guys he knew he's be having dinner with again within a year.
Steve Rogers has allowed himself to actually be arrested before, and even allowed himself at one point to be arrested and thrown out of the country. Why? Because the arresting party was within its legal rights and it was the civil thing to do even if he didn't like it.
Nor, did Steve Rogers serve any time or, as I recall, even make it to trial. He was "assassinated" shortly after his arrest and then all was forgiven and he was made top cop of the planet as soon as he came back. The only consequences he faced were a couple hours in handcuffs, for starting a guerrilla war that resulted in death and destruction, rather than calm himself down and accept that he wasn't king god of SHIELD or above all laws.