As for K. Mbappe, I think there is no regret because going to Real Madrid is not just for the reason of hunting for the Champions League title, but also about a childhood dream club. now he is at the Santiago Bernabeu, there is no regret that all he needs to do is give his best to his childhood dream club.
I don't agree with you. Winning the Champions League was one of Mbappe's goals. He loved Real Madrid. It was Mbappe's childhood favorite club. But let's not forget that for 3/4 years we only heard rumors that Mbappe was joining Madrid. And Mbappe rejected Madrid's offer at the last minute every time. So Mbappe didn't join Madrid just because of emotions. His one goal is definitely to win the Champions League.
It's a bit sad for Mbappe that PSG couldn't qualify for the Champions League in the past seasons. PSG management couldn't find an experienced coach like Luis Enrique earlier. If Luis Enrique had a striker like Mbappe in his squad, PSG's attack performance would have been more dynamic.