I agree, he is still very young, he played with the best players of the time at PSG, why should he regret it? Being at Real Madrid makes him feel better and he will do everything to achieve success at Real Madrid in the coming seasons. Although he started badly this season, he is currently the top scorer in the league with the goals he scored. Maybe if Real Madrid was in better form, he could have scored more goals.
He has chosen his own path, moving to Real Madrid was the best decision for him even though at that time PSG had offered him a new contract. This season he has been unlucky and is in danger of not winning a trophy at the end of the season, but he has been the most productive debutant for Real Madrid.
There will be major changes in the Real Madrid squad after the change of coach, next season they will come back with new strength to make up for this season's failure.
It's just speculation from some people that Mbappe will regret it if PSG wins the Champion League title because in my opinion Mbappe's move to join Real Madrid is the right decision to make his career develop much more than if he stayed with PSG.
This season PSG did have a good performance and managed to reach the final but for the next seasons no one favors them more than Real Madrid.