In some ways yes, well maybe not a regret but the feeling of a loss of a security blanket.
The loss of the feeling that there is ultimate justice and the bad will be punished and the good rewarded, the loss of an immortal soul, the loss of the knowledge that I will see my family and friends again that have died.
Having been brought up in the Catholic faith and also having an amazing interest and enthusiasm for science and mathematics, I found that at around age 15 these two began conflicting in my young mind. Throw in a large lump of empathy and the fact that I had been struggling with my sexuality for the past 5 years (which was quite categorically WRONG as I was taught), then things started to break apart.
I really did not like the idea that someone wanted to be worshipped. That just seemed wrong to me, and also if Satan was punishing the bad guys in hell, doesn't that make him a good guy? ideas like that were rattling around my head, BUT I still had a strong FEAR of god and that he could see everything I did and was thinking. This was disastrous for my mental health.
Eventually, I wanted to know more, so I started reading the bible and came across countless contradictions and one particular thing struck me and that was in Genesis and Revelation about the stars falling to earth. I had learnt that a star is a huge ball of nuclear fusion many times the size of the earth, so could not possibly fall to it. To cut a long story short, the more I read, the more the faith fell apart. The science didn't fall apart however as it's rules and mathematics held true and allowed for the creation of modern engineering which can be physically seen to be working.
The hardest part was wrapping my head around my own mortality. The fact that one day I will be dead and my mind will cease to exist. Entering the very same state as before I existed.
Many years later, now I feel that I am merely a manifestation of the amazing power of the physics of the universe(s) and it's complex energy/matter/force interactions. I do not have an objective free will but I have the subjective illusion of free will.
I do not decry those with faith for one moment. In many ways, I envy them. For me, I believe that we don't choose what to believe, but we base our belief on our environment and likelihoods. If we are educated in one direction, we will tend to that direction until more compelling evidence comes along. It's an interesting intellectual journey!