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Yeah, that's something I would've liked to expand on more. As a way to give more context as to what Sanae is feeling when she asks Sakuya about her past.
The idea is that, while she says she feels no regrets about abandoning her old life, she still ultimately feels guilty for leaving the people who cared about her behind, such as her parents. She is scared of the idea of needing to live with that guilt literally forever, though she doesn't explicitly say that. Expanding more on her state of mind could've made that clearer.