Thackery was devastated with the loss of his younger sister Emily. He tried his best to save her from the witches but they overpowered the young boy and already had his sister under their control.
Winifred had subdued him at the moment he was going to attempt to rescue Emily. He was not able to fight back. He watched as they stole Emily's life force. At that moment he said something to the sisters which ultimately led to his fate as a cat.
From that moment on,he was determined to do anything to prevent the resurrection of the sisters. Until Max had accidentally lit the Black Flame Candle 300 years later. Thus bringing the sisters back for one night.
Thackery (Binx in cat form) knew this was the chance to take the sisters down once and for all since this time he was not alone like he was 300 years ago.
But nothing would make him forget his little sister and how he was unable to save her 300 years earlier. Maybe if he wasn't alone then when he went to save her,he would've been able to rescue the little girl.
Maybe Emily would still have been alive. He was happy to finally be at peace and have his soul freed once the sisters were gone 300 years later but he wishes he could have been able to save Emily's life.
If he could say just one thing to her,he would say,"I wish I could've protected you. I'm sorry I couldn't save you. I would give anything to go back and be able to rescue you."