True, but people who tend to regret things (not me) have a real knack for arguing conclusively why they could, should and actually have known all along that they were making a mistake.

And often it's actually true, but they erase all memory of the trade-offs they were considering at the time and disregard the possibility that acting differently might have led to an even greater regret.

So I think the Kierkegaard quote is not so nonsensical for people who - unlike yourself and myself - are prone to regrets. If you're bound to regret everything anyway then the feeling of regret driven by "why was I so stupid??"-logic may lose its intensity.