He regrets that he slept with Asami. She was more experienced than him— all in all, an excellent first time, but when he looks at Korra and thinks what it would have been like to lose it with her, he feels sick.
He regrets that Asami curled her hair for him. He knew she woke up early and slaved away under the hot metal of a curling iron so that she'd look just as fresh and beautiful as the day they met. He wonders if she feels like hours of her life were wasted. He feels guilty.
He regrets that he told her things, things he'd never told anyone. There's something distinctly awkward about running into someone in town who knows your life story.
He regrets that Asami loved him. She loved him with such a passion he had to love her as well. She never stopped to think about the consequences, she just melted into his life. She absorbed his brother, his friends, and his career into their relationship. As the tension rose and their attachment frayed, he began to resent her ever-present influence in his affairs. When everything just fell apart, irreversibly and cruelly, he hated himself. She had no one without him.
He regrets that he loved her. He regrets the nights spent wide-awake, visualizing the soft glow of her naked skin. He regrets the way his heart used to flutter when she walked in the room. He regrets the rainy day he spent in bed, remembering the good times and mourning the bad. He regrets that every time there's a rainy day he does the same.