Having listened to it, I haven't really changed my mind on him.
The two interesting bits that I'd like to know a little more about (but obviously we'll never get the whole story) are how he left and what it was that he regrets, and also I find it interesting that the club didn't give him any reassurances about what they would be doing in the future (not that I think it would have made much difference to his decision).
Like I said, give him hell, don't feel bad about it. Lets see how he reacts, perhaps it'll affect his performance (hopefully for the worse)...
All in all, I think the biggest shame is that all he had to do was stay with Saints and he'd have been concidered a legend until the day he died. I suppose it depends where you point your ambitions. It would seem your average footballers aspirations are somewhat different from your average fans...