He had that layed out yes.
And he's quite cold/detached/sociopath to most people of that world bar a few exceptions.
So he will clearly rate the path he took against not going and decide for himself that he regrets nothing since he saved Roxy and he now knows she'd be dead without him.
Sure, if he stayed he would never have known about Roxy.
But he didn't and he knows she'd be dead.