I'm sure he regrets the 'comeback' with Astana, but he's recently said that he'd do nothing different (that might be the interview in the OP, but I'm at work so I can't watch it) so maybe not.
I would imagine that he meant that - given the same set of circumstances - he'd do the same again. Those circumstances being a good cyclist coming to Europe and finding himself losing against good cyclists who were doping. As much as I'd like to pretend that I wouldn't dope, if my choice was a short career making up the numbers as a badly paid junior rider in a second division team, or winning stuff and getting better paid over a longer career, I think I'd choose the latter. The sheer number of top cyclists from that era who have admitted taking drugs, or were caught taking drugs, suggests that realistically you couldn't win without doping. That's a hard thing to come to terms with when you've committed to being the best you can be, especially as to do that you need to be a competitive, driven person anyway.
I guess if he'd not cheated, his cycling career would have lasted a few years, and he'd have gone back to Texas and done a normal job and become bitter and angry about being cheated out of his cycling career. As it is, he stood on the top of the podium in Paris seven times and has a reported $50 million. So at this stage, it would seem that he made the best choice for him, if not the sport. And yes, I am aware that by doing what he did, he ensured that other talented cyclists who would not dope had short careers and then couldn't get a ride.