I could understand his frustrations with Ultron and at the very least in Rage of Ultron it was framed as his relapsing had something to do with that particular incarnation of Ultron..., which would make sense. Hank does have some love for the robot considering how he came to like Ultron 12, and that probably carried over to his interactions with the Ultron at the start of ROU given the time frame. When he found out Ultron was back, that would've been the only loose end (considering the original prime was long dead as of AOU) so it probably brought up some bad thoughts in him especially considering how that Ultron saw little difference between Hank and itself. He's not sad because he messed up, he's frustrated with his creation and it's small degree of truth in what it's saying only made worse when it unintentionally overpowered him when it came to how much of Hank was left in it post-merger.
This is part of the reason why PymTron's return is so frustrating to me since it doesn't go anywhere with the concept. Hank and friends are, or at least should be over what happened between Hank and Jan and try to work past it. Hank's only loose end is Ultron and the lasting damage it has made on the world, so when it shows up and offers a different perspective on the relationship and the merger happens, that offered a chance for Hank to confront his demons by becoming it. See things as the devil would but realize that the devil is to some degree the good guy and use that to become a better person than the one everyone of his allies keep trying to force on him. Instead we got Ultron wearing Hank as a skin and Ultron not knowing if he is or isn't Hank when Ultron as of ROU didn't think it mattered.