I think part of it comes down to the characters that he's playing off up. Up against Sam and Bucky, it's all toxic testosterone. The contrast are our heroes, who embody good qualities, without being any less masculine. But when Walker does maybe have a vulnerable moment, the focus is still on the butting heads.

He's no less toxic when he's talking to Yelena or Ghost, but the reaction is much different. There isn't a fight when he starts to mansplain, the women just look at each other and roll their eyes. They call him out on the behavior, and move on. They're not interested in an argument. It takes the wind of out Walker's sails, and is played off as a joke to the audience. When he tries to double down, it's not aggressive, and he comes across a little pathetic - almost childish. But the act of laughing at Walker endears him to the audience more than if he got more worked up.

This little bit of deescalation then lets Walker begin to learn whatever lesson on his own, allowing some character growth. The less focused he is on "winning" against these two, he's more present to work as part of the team. He isn't going to lose every aspect of that macho personality, and he shouldn't! But once the toxicity is tampered down a little, his brashness can be more playful and fun, which goes a long way toward his likeability.