Khan didn't regret the decisions he had made to get where he was. Still, he realized he had compromised himself multiple times, and things could only worsen.
Khan's mindset wasn't human anymore. It hadn't been for a long time, but the recent events had widened that gap. Khan was still a fourth-level warrior, too, so he had room to grow farther away from humankind, further affecting his decisions.
With the change in status, Khan's actions would have deeper repercussions than ever, possibly involving innocent parties and people who didn't even know what the issues were about. He was ready to make those sacrifices, but having a trusted figure at his side might limit pointless casualties.
Monica couldn't fill that role. She was almost ready to support Khan's every decision. Actually, she could have done worse on her own if Khan hadn't beaten her to it.