I would imagine that bank robbers the moment they get caught instantly regret it. But that doesn't prevent the ones that got away from completing their goal and not regretting it.

People who fail suicide often have HUGE amounts of personal anguish because of the police, hospital, family, etc. all judging them from the suicide attempt.

I think its easy to confuse regret of the action over all and regret that you tried the action and failed. But I imagine there are some who genuinely regret their attempts.