This doesn't really express Rahim's regrets, but Amir's. In any case, Rahim Khan is the voice of reason in this novel, thus his regrets, if any, are inconsequential and may only be momentary is they contribute to a greater cause, i.e. lying to Amir to get him to Afghanistan, as well as lying about the orphanage and couple who were going to take Sohrab. Yet, since it served a greater purpose, it is unlikely that he lost any sleep over it at all.