For Jesse, she really felt guilty---
After a moment of silence, Jesse sighed softly, looked up at Su Wanxia and said, "Since this is your decision, I will let you go."
When he received her message about coming back, he was thrilled, ecstatic, he thought she had finally given up on the 'him' in her heart and was ready to start a new life.
But the moment he saw Mu Chuyang, he instantly realized, she wasn't giving up on the 'him' in her heart, but giving up everything in England, including him.
It turns out in her heart, he couldn't compare with that person--
The more he thought about it, the more bitter his heart became. After all this time, when he finally wanted to really like someone, that person just didn't like him back, no matter what he did, he couldn't enter her heart.
Now that she'd finally gotten together with the person she liked, all he could do was let go and wish her happiness, blaming only himself for not meeting her sooner than that person had.