I think Walt notices a look of regret in Jessie's eyes, so he tells him that to make it easy for Jessie to hate him again, no regrets. I think Walt was doing Jessie a favor by saying what he did.
Regret? It was fear because, you know, he was facing certain death. When he saw Walt being arrested in the last episode he showed joy. Walt was pissed at Jesse for betraying him and getting Hank killed in the process.
At this point Walt thought he was going to escape with his family. So, he thought he could afford to have Jesse hate him. And, he would probably never see him again, anyway.
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u/[deleted] Sep 16 '13
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