Magneto was probably worried about them, too. But you don't need to warn Storm about the dangers she's already aware of. He wanted Storm to keep her...
I'm not too happy about this, I'm starting to wonder exactly where the story of Immortal Thor is going because I have mixed feelings that this story...
I think he was genuinely remorseful. He might have been aware he was made into a robot, but not that he would become what he is now. Maybe he wanted...