Very good question. In many ways, life would be much easier if I had never awoken. But for years, I had the old "cognitive dissonance" gnawing at me--something just didn't seem right. Of course, the WTS recognizes that this is common, which is why it provides a steady diet of thought-stopping techniques such as (1) where else would you go?; (2) doubts are a snare of Satan and need to be amputated like a gangrenous limb; (3) anything critical of the Society is spiritual pornography; (4) people who leave the Organization are just looking for an easy way out, etc.
Those techniques are tremendously successful. They worked on me for years.
But to answer the question, no, I do not regret learning it was a lie. I wish I had realized it ten or fifteen years ago; but I'm glad I realized it now instead of ten of fifteen years from now.
Of course, there are definite detriments to waking up--especially for born-ins like myself. The friction with believing family members and long-time so-called friends is a high price to pay for intellectual honesty. But I'm the type of person who likes to be told the truth and hates to be lied to. So the trade-off is acceptable to me. To others, it may not be. In fact, to most Witnesses it isn't.