True enough, when Zemo says the first word, he's restrained. But, like a combination lock, Bucky isn't "ready to comply" until all the words have been said in sequence. By the third or fourth word, Bucky had broken out of the restraints and was trying to punch his way out of the box. He's literally fighting to get away until Zemo says "Freight Car." So, rather than trying to punch his way out, why didn't he just plug his ears at that point?
To be fair, I am asking this question only half seriously. To have the Winter Soldier plug his ears while shouting, "LA LA LA LA LA LA I CAN'T HEAR YOU!" would not exactly have been characteristic. In fact, we got a very characteristic response which was an immediate desire to get out of the box and either deal with the source of his torment or run away from it; precisely what I would expect from a partially unstable character like that. It was just the only moment that really stuck out to me while watching the film and made me think, "Duh, just do THAT, dummy!"
I wouldn't be surprised if we see the exact scene I just mentioned in the inevitable "How Civil War Should Have Ended" video from the folks at HISHE.