They aren't normal or let's say, average people, so it's hard to say whether they regret it or not. Overall, our mindset changes every year, especially in late ages when you gain all the experience and become wiser compared to 99% of people.
I think that some people are like that, they prefer to have wealth over spending it. They might wish to do both but they prioritize only one and in this case Warren Buffet prioritized wealth, that's why he was living a frugal life. Maybe all of these come from childhood traumas, I don't know because I watched a recent interview of Elon Musk where Don Lemon asked him, you are an intense person, where does that intensity come from? And Elon Musk's answer was that he was born that way and also, he had a tough childhood. So, I believe that behind people like Elon Musk, Waren Buffet and others, there is a childhood trauma that made them who they are today.
If I were Elon or Warren, I'd spend my life like Conor McGregor but wouldn't become an addict