Totti never said he regretted it. No doubt that he has had exactly the career he wanted, same for De Rossi.
For me its the opposite of sad, its a beautiful thing. The bandieras of their clubs become legends. Di Natale, Maldini, Del Piero, Zanetti, etc. For an outside like us it may seem strange, but they (the romans) were born and raised and played for their club.
Insigne would probably stay forever if ADL is not an asshole about his contracts. He already said that he is willing to renew for less money than he would get abroad, just to stay at Napoli. BUT! that he most also get a proper raise. I think Insigne only makes just over 1m.
The last 2 seasons Insigne has reached an incredible level and this season he became a leader in the team (just after Hamsik). If Napoli don't pay up he will have plenty of offers abroad.