It's not as if they personally manage every penny— and they tend to optimize for the highest return as a default.
Seems like he's saying the default should change. Makes sense to me.
I interpret "I should have paid more" as I should be compelled to pay more, not "I wish I could pay more". The distinction being they'd rather not pay additional tax, but they probably should have to. I think the language is just somewhat ambiguous (specifically the word 'should').
Either he has a much higher opinion of his personal judgement in allocating his money (which is likely) than other people who he also thinks should be paying more tax or he should turn over the BMGF to the government.
well Bill Gates personally does which is why he is giving almost all of his wealth away. (The giving pledge exists for this reason, and I would assume that most billionaires who agree to higher taxation also are significant personal givers).
This criticism fails on two fronts. People who are in favour of increased tax redistribution generally also support voluntary giving. (Most of the effective altruist people I think would fall into this group), and even if they didn't it would be nothing more than a cheap personal attack, because one can hold positions in favour of tax redistribution and against charity at the same time.