The same holds true for life. All our lives end in non-existence, but it is non-existence which is meaningless, not the life that's lived. Music is beautiful while it is being played, not only once it is over.
The article that made me realize this was Mark Manson's "The Most Important Question of Your Life" (https://markmanson.net/question). It's probably one of the best articles I've ever read.
I needed this article more than I knew
-My Brain
Regret is the essence of expecting your past self to know the things that only your present self knows.
As long as you don't make a habit of doing things you know in advance that you will regret, then you have nothing to regret at all: all your experiences, good-bad-and-otherwise, make you into the person you are.
And often it's actually true, but they erase all memory of the trade-offs they were considering at the time and disregard the possibility that acting differently might have led to an even greater regret.
So I think the Kierkegaard quote is not so nonsensical for people who - unlike yourself and myself - are prone to regrets. If you're bound to regret everything anyway then the feeling of regret driven by "why was I so stupid??"-logic may lose its intensity.
